27 citations · 43 across the 16 of their papers we have counts for
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math.PR2014★ 27 cited
Piecewise deterministic simulated annealing
Pierre Monmarché
Given an energy potential on the Euclidian space, a piecewise deterministic Markov process is designed to sample the corresponding Gibbs measure. In dimension one an Eyring-Kramers…
math.PR2014
On and entropic convergence for contractive PDMP
Pierre Monmarché
Explicit rate of convergence in variance (or more general entropies) is obtained for a class of Piecewise Deterministic Markov Processes such as the TCP process, relying on functio…