On explicit L2-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms
Author:
Affiliation:
1. Department of Mathematics, Department of Physics, and Department of Chemistry, Duke University
2. Department of Mathematics, Duke University
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference42 articles.
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3. Deligiannidis, G., Bouchard-Côté, A. and Doucet, A. (2019). Exponential ergodicity of the bouncy particle sampler. Ann. Statist. 47 1268–1287.
4. Dolbeault, J., Mouhot, C. and Schmeiser, C. (2009). Hypocoercivity for kinetic equations with linear relaxation terms. C. R. Math. Acad. Sci. Paris 347 511–516.
5. Durmus, A., Guillin, A. and Monmarché, P. (2020). Geometric ergodicity of the bouncy particle sampler. Ann. Appl. Probab. 30 2069–2098.
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