
State Space Emulation and Annealed Sequential Monte Carlo for High Dimensional Optimization
Author(s) -
Chencheng Cai,
Rong Chen
Publication title -
statistica sinica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.24
H-Index - 77
eISSN - 1996-8507
pISSN - 1017-0405
DOI - 10.5705/ss.202022.0120
Subject(s) - monte carlo method , simulated annealing , emulation , mathematical optimization , computer science , path (computing) , optimization problem , state space , importance sampling , adaptive simulated annealing , algorithm , mathematics , statistics , economics , programming language , economic growth