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stat.CO2022
Sampling via Rejection-Free Partial Neighbor Search
Sigeng Chen, Jeffrey S. Rosenthal, Aki Dote +2
The Metropolis algorithm involves producing a Markov chain to converge to a specified target density . In order to improve its efficiency, we can use the Rejection-Free version…
math.OC2022
Optimization via Rejection-Free Partial Neighbor Search
Sigeng Chen, Jeffrey S. Rosenthal, Aki Dote +2
Simulated Annealing using Metropolis steps at decreasing temperatures is widely used to solve complex combinatorial optimization problems. In order to improve its efficiency, we ca…