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Huang LJ, Mao YH. Variational formulas for asymptotic variance of general discrete-time Markov chains. BERNOULLI 2023. [DOI: 10.3150/21-bej1458] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/05/2022]
Affiliation(s)
- Lu-Jing Huang
- School of Mathematics and Statistics, Fujian Normal University, 350007 Fuzhou, P.R. China
| | - Yong-Hua Mao
- School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems, Ministry of Education, 100875 Beijing, P.R. China
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Bertazzi A, Bierkens J. Adaptive schemes for piecewise deterministic Monte Carlo algorithms. BERNOULLI 2022. [DOI: 10.3150/21-bej1423] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Andrea Bertazzi
- Delft Institute of Applied Mathematics, TU Delft, Mekelweg 4, 2628 CD Delft, The Netherlands
| | - Joris Bierkens
- Delft Institute of Applied Mathematics, TU Delft, Mekelweg 4, 2628 CD Delft, The Netherlands
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3
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Andrieu C, Durmus A, Nüsken N, Roussel J. Hypocoercivity of piecewise deterministic Markov process-Monte Carlo. ANN APPL PROBAB 2021. [DOI: 10.1214/20-aap1653] [Citation(s) in RCA: 7] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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