High-dimensional scaling limits of piecewise deterministic sampling algorithms
type: Item
instance of: scholarly article
title: High-dimensional scaling limits of piecewise deterministic sampling algorithms
zbMATH Open document ID: 1504.65002
DOI: 10.1214/21-AAP1762
author: Joris Bierkens
author: Kengo Kamatani
author: Gareth O. Roberts
published in: The Annals of Applied Probability
publication date: 2022-10-31T00:00:00Z
full work available at URL: https://arxiv.org/abs/1807.11358
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 7609672
zbMATH Keywords: piecewise deterministic Markov processes
zbMATH Keywords: weak convergence
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: exponential ergodicity
zbMATH Keywords: Gaussian process
MaRDI profile type: Publication
arXiv ID: 1807.11358
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description: scientific article