A note on the polynomial ergodicity of the one-dimensional Zig-Zag process

DOI10.1017/jpr.2021.97OpenAlexW3177293356MaRDI QIDQ5868538

Giorgos Vasdekis, Gareth O. Roberts

Publication date: 21 September 2022

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

Full work available at URL: https://arxiv.org/abs/2106.11357

zbMATH Keywords

Markov chain Monte Carlopolynomial ergodicitypiecewise deterministic Markov process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05)

Related Items

Speed up Zig-Zag, Polynomial convergence rates of piecewise deterministic Markov processes, Automatic zig-zag sampling in practice

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