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On zig-zag extensions and related ergodicity properties
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Vasdekis, Georgios (2021) On zig-zag extensions and related ergodicity properties. PhD thesis, University of Warwick.
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Official URL: http://webcat.warwick.ac.uk/record=b3714913
Abstract
In this thesis, we study the Zig-Zag process, which was recently proposed as an MCMC algorithm. We propose two extensions for this process and we prove geometric ergodicity results for both of them. The first extension, allows the process to move in more directions than just parallel to f
| Item Type: | Thesis or Dissertation (PhD) | ||||
|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics | ||||
| Library of Congress Subject Headings (LCSH): | Markov processes, Monte Carlo method, Convergence, Poisson processes | ||||
| Official Date: | February 2021 | ||||
| Dates: |
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| Institution: | University of Warwick | ||||
| Theses Department: | Department of Statistics | ||||
| Thesis Type: | PhD | ||||
| Publication Status: | Unpublished | ||||
| Supervisor(s)/Advisor: | Roberts, Gareth O. | ||||
| Sponsors: | University of Warwick. Department of Statistics ; Engineering and Physical Sciences Research Council | ||||
| Format of File: | |||||
| Extent: | xviii, 229 leaves : illustrations | ||||
| Language: | eng |
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