Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods
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Publication:2042789
DOI10.1214/21-EJP643zbMath1480.60211arXiv2011.09341OpenAlexW3172992640MaRDI QIDQ2042789
Andi Q. Wang, Christophe Andrieu, Paul W. Dobson
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.09341
Markov chain Monte Carlohypocoercivitypiecewise-deterministic Markov processsubgeometric convergence
Related Items (5)
Infinite dimensional piecewise deterministic Markov processes ⋮ Speed up Zig-Zag ⋮ Polynomial convergence rates of piecewise deterministic Markov processes ⋮ Strong invariance principles for ergodic Markov processes ⋮ A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
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