A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process

2021/06/21 by G. Vasdekis, Vasdekis, G., G. O. Roberts +1 · 2 citations
Computer Science · Mathematics · #60F05 #Bayesian Methods and Mixture Models #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Primary 60J25 #Probability (math.PR) #Secondary 65C05 #Stochastic processes and statistical mechanics #math.PR #msc:60F05 #msc:60J25 #msc:65C05 #stat.CO

paper · pdf · doi:10.48550/arxiv.2106.11357

Accepted for publication in Journal of Applied Probability. 13 pages, 1 figure

openalex publication_date 2021/06/21 · arxiv created 2021/11/01 · arxiv updated 2021/11/02 · openalex created_date 2022/11/27 · openalex updated_date 2026/07/28

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.

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