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math.PR2019
Large deviations for the empirical measure of the zig-zag process
Joris Bierkens, Pierre Nyquist, Mikola C. Schlottke
The zig-zag process is a piecewise deterministic Markov process in position and velocity space. The process can be designed to have an arbitrary Gibbs type marginal probability den…
math.PR2016
A large deviations analysis of certain qualitative properties of parallel tempering and infinite swapping algorithms
J. D. Doll, Paul Dupuis, Pierre Nyquist
Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap…