 Likelihood-power annealing

To maximize a log-likelihood, use energy $-\ell$ and Boltzmann distribution proportional to $e^{\ell /T}=L^{1/T}$ at temperature $T>0$. Reversing this sign favors likelihood minima and can make the probability density function nonnormalizable. For Poisson observations with total $s$ and sample size $m$, with respect to $d\lambda$ the normalized probability density function isIts mean is $(s+T)/m$ and variance $(sT+T^2)/m^2$, so it concentrates at the maximum-likelihood estimate $s/m$ as $T\downarrow 0$. Cooling of equilibrium laws and convergence of a particular changing-temperature chain are different statements; the latter requires mixing or a direct chain argument.