Polynomial Convergence Rates of Piecewise Deterministic Markov Processes
نویسندگان
چکیده
We consider piecewise-deterministic Markov processes such as the Bouncy Particle sampler, on target densities with polynomial tails. Using direct drift condition methods, we provide bounds order of processes’ convergence rate to stationary, both one-dimensional and high-dimensional state spaces, in total variation distance f-norm.
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ژورنال
عنوان ژورنال: Methodology and Computing in Applied Probability
سال: 2023
ISSN: ['1387-5841', '1573-7713']
DOI: https://doi.org/10.1007/s11009-023-09977-2