1.8k citations · 1.8k across the 8 of their papers we have counts for
8 papers
Ergodicity of an Adaptive MCMC Sampler under a Probability Bound
Alexandre Chotard
This paper provides sufficient conditions over the sequence of samples and parameters of an adaptive Markov Chain Monte Carlo (MCMC) algorithm to ensure ergodicity with respect to…
Markov Chain Analysis of Cumulative Step-size Adaptation on a Linear Constrained Problem
Alexandre Chotard, Anne Auger, Nikolaus Hansen
This paper analyzes a (1, )-Evolution Strategy, a randomized comparison-based adaptive search algorithm, optimizing a linear function with a linear constraint. The algorithm use…
Verifiable Conditions for the Irreducibility and Aperiodicity of Markov Chains by Analyzing Underlying Deterministic Models
Alexandre Chotard, Anne Auger
We consider Markov chains that obey the following general non-linear state space model: where the function is while is typically d…
A Generalized Markov-Chain Modelling Approach to -ES Linear Optimization: Technical Report
Alexandre Chotard, Martin Holena
Several recent publications investigated Markov-chain modelling of linear optimization by a -ES, considering both unconstrained and linearly constrained optimization, and bo…
Markov Chain Analysis of Evolution Strategies on a Linear Constraint Optimization Problem
Alexandre Chotard, Anne Auger, Nikolaus Hansen
This paper analyses a -Evolution Strategy, a randomised comparison-based adaptive search algorithm, on a simple constraint optimisation problem. The algorithm uses resamplin…
A Generalized Markov-Chain Modelling Approach to -ES Linear Optimization
Martin Holena, Alexandre Chotard
The manuscript generalizes several recent results of the 2nd author concerning Markov-Chain Modelling of -ES Linear Optimization.