Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods

نویسندگان

چکیده

We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence equilibrium. make use weak Poincar\'e inequalities, as developed work [Grothaus and Wang (2019)], ideas we adapt PDMPs interest. On way report largely potential-independent approaches bounding explicitly solutions Poisson equation Langevin diffusion its first second derivatives, required here control various terms arising application result.

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ژورنال

عنوان ژورنال: Electronic Journal of Probability

سال: 2021

ISSN: ['1083-6489']

DOI: https://doi.org/10.1214/21-ejp643