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dc.contributor.authorJacob, Pierre E.*
dc.contributor.authorRyder, Robin J.*
dc.date.accessioned2011-10-20T10:23:30Z
dc.date.available2011-10-20T10:23:30Z
dc.date.issued2014
dc.identifier.issn1050-5164
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7267
dc.language.isoenen
dc.subjectMCMC
dc.subjectFlat Histogram criterion
dc.subjectvariations
dc.subjectWang-Landau algorithm
dc.subject.ddc519en
dc.subject.classificationjelC15en
dc.titleThe Wang-Landau algorithm reaches the Flat Histogram criterion in finite time
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherCentre de Recherche en Économie et Statistique (CREST) http://www.crest.fr/ INSEE – École Nationale de la Statistique et de l'Administration Économique;France
dc.description.abstractenThe Wang-Landau algorithm aims at sampling from a probability distribution, while penalizing some regions of the state space and favouring others. It is widely used, but its convergence properties are still unknown. We show that for some variations of the algorithm, the Wang-Landau algorithm reaches the so-called Flat Histogram criterion in finite time, and that this criterion can be never reached for other variations. The arguments are shown on an simple context -- compact spaces, density functions bounded from both sides-- for the sake of clarity, and could be extended to more general contexts.
dc.relation.isversionofjnlnameThe Annals of Applied Probability
dc.relation.isversionofjnlvol24
dc.relation.isversionofjnlissue1
dc.relation.isversionofjnldate2014
dc.relation.isversionofjnlpages34-53
dc.relation.isversionofdoihttp://dx.doi.org/10.1214/12-AAP913
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherInstitute of Mathematical Statistics
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.description.ssrncandidatenon
dc.description.halcandidateoui
dc.description.readershiprecherche
dc.description.audienceInternational
dc.relation.Isversionofjnlpeerreviewedoui
dc.date.updated2018-07-23T11:36:13Z
hal.person.labIds*
hal.person.labIds60*


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