Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods

Christophe Andrieu, Paul Dobson, Andi Q. Wang
2021 Electronic Journal of Probability  
E l e c t r o n i c J o u r n a l o f P r o b a b i l i t y Electron. Abstract We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [2] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence to equilibrium. We make use of weak Poincaré inequalities, as developed in the work of [15] , the ideas of which we adapt to the PDMPs of interest. On the way we report largely potential-independent approaches to
more » ... unding 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.
doi:10.1214/21-ejp643 fatcat:5gkw2n4xevbsfkxhqpu754qvgy