Fast simulated annealing in Rd with an application to maximum likelihood estimation in state-space models

Stochastic Processes and their Applications

Volumn 119, Issue 6, 2009, Pages 1912-1931

  Rubenthaler, Sylvain ^a   Rydén, Tobias ^b   Wiktorsson, Magnus ^b  

^a UNIVERSITÉ CÔTE D'AZUR   (France)

^b LUND UNIVERSITY   (Sweden)

Author keywords

Convergence rate; Maximum likelihood estimation; Simulated annealing

Indexed keywords

CONVERGENCE RATE; FAST SIMULATED ANNEALING; FASTER RATES; INVERSE TEMPERATURES; LOG-LIKELIHOOD FUNCTIONS; LOGARITHMIC RATES; MAXIMAL VALUES; SIMULATED ANNEALING ALGORITHMS; STATE-SPACE MODELS;

ANNEALING; BLOCK CODES; ESTIMATION; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY; TURBO CODES;

SIMULATED ANNEALING;

EID: 64549131368     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2008.09.007     Document Type: Article

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