Author:
Vasdekis Giorgos,Roberts Gareth O.
Abstract
AbstractWe prove polynomial ergodicity for the one-dimensional Zig-Zag process on heavy-tailed targets and identify the exact order of polynomial convergence of the process when targeting Student distributions.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
2 articles.
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1. Speed up Zig-Zag;The Annals of Applied Probability;2023-12-01
2. Speeding up the Zig-Zag Process;Springer Proceedings in Mathematics & Statistics;2023