Polynomial convergence rates of piecewise deterministic Markov processes

DOI10.1007/S11009-023-09977-2MaRDI QIDQ6164832zbMATH OpenOpenAlexFDO

Authors Gareth O. Roberts, Jeffrey S. Rosenthal

Publication date 4 July 2023

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-023-09977-2

zbMATH Keywords

bouncy particle samplerconvergence ratedrift conditioninfinitesimal generatorMCMCPDMPpolynomial convergencezig zag algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on general state spaces (60J25)

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Cites work

• V-subgeometric ergodicity for a Hastings-Metropolis algorithm
• A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
• A simple proof of Stirling's formula for the gamma function
• Ergodicity of the zigzag process
• Exponential ergodicity of the bouncy particle sampler
• Handbook of Markov Chain Monte Carlo
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• Hypocoercivity of piecewise deterministic Markov process-Monte Carlo
• Markov chains and stochastic stability
• Polynomial convergence rates of Markov chains
• Polynomial ergodicity of Markov transition kernels.
• Quantitative convergence rates of Markov chains: A simple account
• Subgeometric ergodicity of strong Markov processes
• Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods
• The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
• The zig-zag process and super-efficient sampling for Bayesian analysis of big data

Cited in

(11)

• On the rate of convergence of the laws of Markov chains associated with orthogonal polynomials
• Numerical simulation of polynomial-speed convergence phenomenon
• Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods
• On explicit \(L^2\)-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms
• Low-lying eigenvalues and convergence to the equilibrium of some piecewise deterministic Markov processes generators in the small temperature regime
• Hypocoercivity of piecewise deterministic Markov process-Monte Carlo
• Polynomial convergence for reversible jump processes
• Geometric ergodicity of the bouncy particle sampler
• On Markov processes with polynomial conditional moments
• On stationary Markov processes with polynomial conditional moments
• Infinite dimensional piecewise deterministic Markov processes

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