4 papers
Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods
Christophe Andrieu, Paul Dobson, Andi Q. Wang
We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [Andrieu et. al. (2018)] to heavy-tailed target distributions, w…
Regeneration-enriched Markov processes with application to Monte Carlo
Andi Q. Wang, Murray Pollock, Gareth O. Roberts +1
We study a class of Markov processes that combine local dynamics, arising from a fixed Markov process, with regenerations arising at a state-dependent rate. We give conditions unde…
A note on the jump locations of Markov processes
Andi Q. Wang, David Steinsaltz
For a continuous-time Markov process, we characterize the law of the first jump location when started from an arbitrary initial distribution, in terms of the invariant distribution…
An approximation scheme for quasi-stationary distributions of killed diffusions
Andi Q. Wang, Gareth O. Roberts, David Steinsaltz
In this paper we study the asymptotic behavior of the normalized weighted empirical occupation measures of a diffusion process on a compact manifold which is killed at a smooth rat…