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Subgeometric hypocoercivity for piecewise-deterministic Markov process
  Monte Carlo methods
v1v2 (latest)

Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods

Electronic Journal of Probability (EJP), 2020
18 November 2020
Christophe Andrieu
P. Dobson
Andi Q. Wang
ArXiv (abs)PDFHTML

Papers citing "Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods"

8 / 8 papers shown
Explicit convergence rates of underdamped Langevin dynamics under
  weighted and weak Poincaré--Lions inequalities
Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincaré--Lions inequalities
Giovanni Brigati
Gabriel Stoltz
Andi Q. Wang
Lihan Wang
180
5
0
22 Jul 2024
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed
  Sampling
Mean-Square Analysis of Discretized Itô Diffusions for Heavy-tailed SamplingJournal of machine learning research (JMLR), 2023
Ye He
Tyler Farghly
Krishnakumar Balasubramanian
Murat A. Erdogdu
294
7
0
01 Mar 2023
Stereographic Markov Chain Monte Carlo
Stereographic Markov Chain Monte CarloAnnals of Statistics (Ann. Stat.), 2022
Jun Yang
K. Latuszyñski
Gareth O. Roberts
258
16
0
24 May 2022
Strong Invariance Principles for Ergodic Markov Processes
Strong Invariance Principles for Ergodic Markov Processes
A. Pengel
J. Bierkens
305
1
0
24 Nov 2021
Non-reversible processes: GENERIC, Hypocoercivity and fluctuations
Non-reversible processes: GENERIC, Hypocoercivity and fluctuations
M. H. Duong
M. Ottobre
226
7
0
30 Oct 2021
A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag
  process
A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag processJournal of Applied Probability (JAP), 2021
G. Vasdekis
Gareth O. Roberts
307
9
0
21 Jun 2021
Speed Up Zig-Zag
Speed Up Zig-Zag
G. Vasdekis
Gareth O. Roberts
243
14
0
30 Mar 2021
NuZZ: numerical Zig-Zag sampling for general models
NuZZ: numerical Zig-Zag sampling for general modelsStatistics and computing (Stat. Comput.), 2020
Filippo Pagani
Augustin Chevallier
Samuel Power
T. House
S. Cotter
225
12
0
07 Mar 2020
1
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