Exponential ergodicity of the bouncy particle sampler
type: Item
instance of: scholarly article
title: Exponential ergodicity of the bouncy particle sampler
zbMATH Open document ID: 1467.60057
DOI: 10.1214/18-AOS1714
author: George Deligiannidis
author: Alexandre Bouchard-Côté
author: Arnaud Doucet
published in: The Annals of Statistics
publication date: 2019-05-10T00:00:00Z
full work available at URL: https://arxiv.org/abs/1705.04579
full work available at URL: https://projecteuclid.org/euclid.aos/1550026836
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65C40
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 7053508
zbMATH Keywords: piecewise deterministic Markov process
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: change of variable
zbMATH Keywords: central limit theorem
Wikidata QID: Q115517776
MaRDI profile type: Publication
arXiv ID: 1705.04579
OpenAlex ID: W2963099148
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description: scientific article