The asymptotic behavior of fraudulent algorithms
Probability
2024-01-24 v1
Abstract
Let be a Morse function on a compact connected -dimensional Riemannian manifold, satisfying and let be the set of global minimizers. Consider the stochastic algorithm defined on whose generator is, where is a real parameter.We show that for converges a.s.\ as , toward a point and that each has a positive probability to be selected. On the other hand, for the law of converges in total variation (at an exponential rate) toward the probability measure having density proportional to with respect to the Riemannian measure.
Keywords
Cite
@article{arxiv.2401.12605,
title = {The asymptotic behavior of fraudulent algorithms},
author = {Michel Benaïm and Laurent Miclo},
journal= {arXiv preprint arXiv:2401.12605},
year = {2024}
}