Hypocoercivity of piecewise deterministic Markov process-Monte Carlo
From MaRDI portal
Publication:2240892
DOI10.1214/20-AAP1653zbMath1476.60124arXiv1808.08592OpenAlexW3135584575MaRDI QIDQ2240892
Julien Roussel, Christophe Andrieu, Nikolas Nüsken, Alain Durmus
Publication date: 4 November 2021
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.08592
Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
On explicit \(L^2\)-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms ⋮ Hypocoercivity with Schur complements ⋮ Complexity of zigzag sampling algorithm for strongly log-concave distributions ⋮ Spectral analysis of the zigzag process ⋮ Adaptive schemes for piecewise deterministic Monte Carlo algorithms ⋮ Exact targeting of Gibbs distributions using velocity-jump processes ⋮ Infinite dimensional piecewise deterministic Markov processes ⋮ On explicit \(L^2\)-convergence rate estimate for underdamped Langevin dynamics ⋮ Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions ⋮ Polynomial convergence rates of piecewise deterministic Markov processes ⋮ Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario ⋮ A piecewise deterministic Monte Carlo method for diffusion bridges ⋮ Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates ⋮ Ergodicity of the zigzag process ⋮ High-dimensional scaling limits of piecewise deterministic sampling algorithms ⋮ Weighted L 2-contractivity of Langevin dynamics with singular potentials ⋮ A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
- The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
- Error analysis of modified Langevin dynamics
- Hypocoercivity for Kolmogorov backward evolution equations and applications
- A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions
- Hypocoercivity for kinetic equations with linear relaxation terms
- A simple proof of the Poincaré inequality for a large class of probability measures
- Non-equilibrium thermodynamics of piecewise deterministic Markov processes
- Spectral properties of hypoelliptic operators
- Geometric analysis of the linear Boltzmann equation. I: Trend to equilibrium
- Randomized Hamiltonian Monte Carlo
- Logarithmic Sobolev inequalities and stochastic Ising models
- On the Poisson equation and diffusion approximation. I
- Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
- Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
- Hypocoercivity without confinement
- A note on Fisher information hypocoercive decay for the linear Boltzmann equation
- The tamed unadjusted Langevin algorithm
- Weak Poincaré inequalities for convergence rate of degenerate diffusion processes
- Ergodicity of the zigzag process
- Exponential ergodicity of the bouncy particle sampler
- Monte Carlo strategies in scientific computing.
- Hypoelliptic second order differential equations
- Geometric ergodicity of the bouncy particle sampler
- On Linear Hypocoercive BGK Models
- Hypocoercivity
- Markov Chains
- Analysis and Geometry of Markov Diffusion Operators
- Analysis of Boolean Functions
- Hypocoercivity for linear kinetic equations conserving mass
- Exponential Decay to Equilibrium for a Fiber Lay-Down Process on a Moving Conveyor Belt
- Quantitative perturbative study of convergence to equilibrium for collisional kinetic models in the torus
- Hilbert space hypocoercivity for the Langevin dynamics revisited
- Bounds for the Discrete Part of the Spectrum of a Semi-Bounded Schrödinger Operator.
- A Model for Collision Processes in Gases. I. Small Amplitude Processes in Charged and Neutral One-Component Systems
- Hypocoercivity in Phi-Entropy for the Linear Relaxation Boltzmann Equation on the Torus
- Spectral gap for spherically symmetric \(\log\)-concave probability measures, and beyond