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

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math.PR2021★ 1 cited

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

G. Vasdekis, G. O. Roberts

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…

math.PR2021

Speed Up Zig-Zag

Giorgos Vasdekis, Gareth O. Roberts

Zig-Zag is Piecewise Deterministic Markov Process, efficiently used for simulation in an MCMC setting. As we show in this article, it fails to be exponentially ergodic on heavy tai…