most citedOscillation of adaptative Metropolis-Hasting and simulated annealing algorithms around penalized least squares estimator

2 citations · 2 across the 1 of their papers we have counts for

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math.ST2014★ 2 cited

Oscillation of adaptative Metropolis-Hasting and simulated annealing algorithms around penalized least squares estimator

Azzouz Dermoune, Daoud Ounaissi, Nadji Rahmania

In this work we study, as the temperature goes to zero, the oscillation of Metropolis-Hasting's algorithm around the Basis Pursuit De-noising solutions. We derive new criteria for…