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math.PR2021
Almost sure convergence of the accelerated weight histogram algorithm
Henrik Hult, Guo-Jhen Wu
The accelerated weight histogram (AWH) algorithm is an iterative extended ensemble algorithm, developed for statistical physics and computational biology applications. It is used t…
math.OC2021
Quasistationary Distributions and Ergodic Control Problems
Amarjit Budhiraja, Paul Dupuis, Pierre Nyquist +1
We introduce and study the basic properties of two ergodic stochastic control problems associated with the quasistationary distribution (QSD) of a diffusion process relative to…