On explicit \(L^2\)-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms (Q2135272)

The authors establish \(L^2\)-exponential convergence rate for three popular piecewise deterministic Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the zigzag process and the bouncy particle sampler. \newline The analysis is based on a variational framework for hypocoercivity, which combines a Poincaré-type inequality in time-augmented state space and a standard \(L^2\) energy estimate.\newline Explicit convergence rate estimates are provided, which are more quantitative than the existing results.