Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods

Andrieu, C; Dobson, P; Wang, AQ

Andrieu, C (corresponding author), Univ Bristol, Bristol, Avon, England.

ELECTRONIC JOURNAL OF PROBABILITY, 2021; 26 ():

Abstract

We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [2] to heavy-tailed target distrib......

Full Text Link


Links

期刊讨论 | 中国SCI论文 | 期刊主页 | 投稿经验 | 杂志官网 | 投稿链接 | 作者需知 | PMC链接 | Pubmed全文检索