
Velocity formulae between entropy and hitting time for Markov chains
In the absence of acceleration, the velocity formula gives "distance tra...
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An accelerated variant of simulated annealing that converges under fast cooling
Given a target function U to minimize on a finite state space X, a propo...
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Entropy flow and De Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
Motivated by the classical De Bruijn's identity for the additive Gaussia...
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Universality of the Langevin diffusion as scaling limit of a family of MetropolisHastings processes
Given a target distribution μ on a general state space X and a proposal ...
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Universality of the Langevin diffusion as scaling limit of a family of MetropolisHastings processes I: fixed dimension
Given a target distribution μ on a general state space X and a proposal ...
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Michael C. H. Choi
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