A note on the polynomial ergodicity of the one-dimensional Zig-Zag process. (18th September 2022)
- Record Type:
- Journal Article
- Title:
- A note on the polynomial ergodicity of the one-dimensional Zig-Zag process. (18th September 2022)
- Main Title:
- A note on the polynomial ergodicity of the one-dimensional Zig-Zag process
- Authors:
- Vasdekis, Giorgos
Roberts, Gareth O. - Abstract:
- Abstract: We 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.
- Is Part Of:
- Journal of applied probability. Volume 59:Number 3(2022)
- Journal:
- Journal of applied probability
- Issue:
- Volume 59:Number 3(2022)
- Issue Display:
- Volume 59, Issue 3 (2022)
- Year:
- 2022
- Volume:
- 59
- Issue:
- 3
- Issue Sort Value:
- 2022-0059-0003-0000
- Page Start:
- 895
- Page End:
- 903
- Publication Date:
- 2022-09-18
- Subjects:
- Piecewise deterministic Markov process -- Markov chain Monte Carlo -- polynomial ergodicity
60J25 -- 65C05 -- 60F05
519.2 - Journal URLs:
- https://www.cambridge.org/core/journals/journal-of-applied-probability ↗
- DOI:
- 10.1017/jpr.2021.97 ↗
- Languages:
- English
- ISSNs:
- 0021-9002
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 23313.xml