Asymptotic global behavior for stochastic approximation and diffusions with slowly decreasing noise effects: Global minimization via Monte Carlo

Theory and application of annealing algorithms for continuous optimization

WSC '92 Proceedings of the 24th conference on Winter simulation

On-Line Learning Fokker-Planck Machine

Neural Processing Letters

Global random optimization by simultaneous perturbation stochastic approximation

Proceedings of the 33nd conference on Winter simulation

Convergence Rates of Digital Diffusion Network Algorithms for Global Optimization with Applications to Image Estimation

Journal of Global Optimization

A New Learning Algorithm Using Simultaneous Perturbation with Weight Initialization

Neural Processing Letters

Statistical dynamics of on-line independent component analysis

The Journal of Machine Learning Research

Statistical dynamics of on-line independent component analysis

The Journal of Machine Learning Research

Stochastic approximation with simulated annealing as an approach to global discrete-event simulation optimization

WSC '04 Proceedings of the 36th conference on Winter simulation

Review:

Neural Computation

The effects of adding noise during backpropagation training on a generalization performance

Neural Computation

Simulated annealing in the presence of noise

Journal of Heuristics

Convergence analysis of a global optimization algorithm using stochastic differential equations

Journal of Global Optimization

An iterative stochastic ensemble method for parameter estimation of subsurface flow models

Journal of Computational Physics