Peskun-Tierney ordering for Markovian Monte Carlo: beyond the reversible scenario
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Publication:2054471
DOI10.1214/20-AOS2008zbMath1489.65005arXiv1906.06197MaRDI QIDQ2054471
Christophe Andrieu, Samuel Livingstone
Publication date: 3 December 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.06197
Related Items (12)
Nonreversible Jump Algorithms for Bayesian Nested Model Selection ⋮ Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains ⋮ Adaptive schemes for piecewise deterministic Monte Carlo algorithms ⋮ Infinite dimensional piecewise deterministic Markov processes ⋮ Non-reversible guided Metropolis kernel ⋮ Hypocoercivity of piecewise deterministic Markov process-Monte Carlo ⋮ A piecewise deterministic Monte Carlo method for diffusion bridges ⋮ Large deviations for the empirical measure of the zig-zag process ⋮ Automatic zig-zag sampling in practice ⋮ Sticky PDMP samplers for sparse and local inference problems ⋮ Variational formulas for asymptotic variance of general discrete-time Markov chains ⋮ Non-reversible processes: GENERIC, hypocoercivity and fluctuations
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