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February, 1993 Convergence of Some Partially Parallel Gibbs Samplers with Annealing
Pablo A. Ferrari, Arnoldo Frigessi, Roberto H. Schonmann
Ann. Appl. Probab. 3(1): 137-153 (February, 1993). DOI: 10.1214/aoap/1177005511

Abstract

In this paper we consider the Gibbs sampler dynamics with simulated annealing and partially parallel updating scheme, as proposed by Trouve. It is known that in some cases the support of the limiting measure does not coincide with the set of global maxima of the underlying energy function. We provide some new simple examples of this undesirable behavior. However, we also prove that for one-dimensional binary models with nearest neighbor interaction the algorithm works "generically." We prove also that for two-dimensional models with nearest neighbor ferromagnetic constant interactions the algorithm works.

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Pablo A. Ferrari. Arnoldo Frigessi. Roberto H. Schonmann. "Convergence of Some Partially Parallel Gibbs Samplers with Annealing." Ann. Appl. Probab. 3 (1) 137 - 153, February, 1993. https://doi.org/10.1214/aoap/1177005511

Information

Published: February, 1993
First available in Project Euclid: 19 April 2007

zbMATH: 0771.60050
MathSciNet: MR1202519
Digital Object Identifier: 10.1214/aoap/1177005511

Subjects:
Primary: 60J10
Secondary: 60K35 , 65C05 , 68Q10

Keywords: global optimization , parallel algorithms , simulated annealing , Spin glasses , support of the limiting measure , voter model

Rights: Copyright © 1993 Institute of Mathematical Statistics

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