Publications [#363886] of Jianfeng Lu

Papers Published

1. Lu, J; Wang, L, ON EXPLICIT L²-CONVERGENCE RATE ESTIMATE FOR PIECEWISE DETERMINISTIC MARKOV PROCESSES IN MCMC ALGORITHMS, Annals of Applied Probability, vol. 32 no. 2 (April, 2022), pp. 1333-1361 [doi]
   (last updated on 2024/04/15)

   Abstract:
   We establish L2-exponential convergence rate for three popular piecewise deterministic Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the zigzag process and the bouncy particle sampler. Our analysis is based on a variational framework for hypocoercivity, which combines a Poincaré-type inequality in time-augmented state space and a standard L2 energy estimate. Our analysis provides explicit convergence rate estimates, which are more quantitative than existing results.