English

Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods

Probability 2021-06-03 v2 Computation

Abstract

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 to equilibrium. We make use of weak Poincar\'e inequalities, as developed in the work of [Grothaus and Wang (2019)], the ideas of which we adapt to the PDMPs of interest. On the way we report largely potential-independent approaches to bounding explicitly solutions of the Poisson equation of the Langevin diffusion and its first and second derivatives, required here to control various terms arising in the application of the hypocoercivity result.

Keywords

Cite

@article{arxiv.2011.09341,
  title  = {Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods},
  author = {Christophe Andrieu and Paul Dobson and Andi Q. Wang},
  journal= {arXiv preprint arXiv:2011.09341},
  year   = {2021}
}

Comments

33 pages, 1 figure. Minor revisions made

R2 v1 2026-06-23T20:20:53.180Z