Spectral analysis of the zigzag process-Reference-Cited by-同舟云学术

Spectral analysis of the zigzag process

Published:2022-05-01 Issue:2 Volume:58 Page:
ISSN:0246-0203
Container-title:Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
language:
Short-container-title:Ann. Inst. H. Poincaré Probab. Statist.

Author:

Bierkens Joris¹,Verduyn Lunel Sjoerd M.²

Affiliation:

1. Delft Institute of Applied Mathematics, Delft University of Technology, Delft, Netherlands

2. Department of Mathematics, Utrecht University, Utrecht, Netherlands

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference25 articles.

1. C. Andrieu, A. Durmus, N. Nüsken and J. Roussel Hypercoercivity of piecewise deterministic Markov process-Monte Carlo. arXiv preprint, 2018. Available at arXiv:1808.08592.

2. J. Bierkens. Numerical Computation of Zigzag Semigroup Spectrum. GitHub Repository https://github.com/jbierkens/spectral, 2019.

3. J. Bierkens and A. Duncan. Limit theorems for the zig-zag process. Adv. in Appl. Probab. 49 (3) (2017) 791–825.

4. J. Bierkens, P. Fearnhead and G. O. Roberts. The zig-zag process and super-efficient sampling for Bayesian analysis of big data. Ann. Statist. 47 (3) (2019) 1288–1320.

5. J. Bierkens and G. Roberts. A piecewise deterministic scaling limit of lifted Metropolis–Hastings in the Curie–Weiss model. Ann. Appl. Probab. 27 (2) (2017) 846–882.

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