High-dimensional scaling limits of piecewise deterministic sampling algorithms

DOI10.1214/21-AAP1762zbMath1504.65002arXiv1807.11358MaRDI QIDQ2094570

Gareth O. Roberts, Kengo Kamatani, Joris Bierkens

Publication date: 31 October 2022

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.11358

zbMATH Keywords

weak convergenceGaussian processMarkov chain Monte Carlopiecewise deterministic Markov processesexponential ergodicity

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Monte Carlo methods (65C05)

Related Items (1)

Ergodicity of the zigzag process

Cites Work

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