On explicit \(L^2\)-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms
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Publication:2135272
DOI10.1214/21-AAP1710zbMath1490.60218arXiv2007.14927MaRDI QIDQ2135272
Publication date: 6 May 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.14927
Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Numerical analysis or methods applied to Markov chains (65C40)
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Complexity of zigzag sampling algorithm for strongly log-concave distributions, Spectral analysis of the zigzag process, Birth–death dynamics for sampling: global convergence, approximations and their asymptotics, Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
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