Publications [#361285] of Jianfeng Lu

Papers Published

1. Lu, J; Wang, L, On explicit $L^2$-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms, Ann. Appl. Probab. 32(2): 1333-1361 (April 2022) (July, 2020)
   (last updated on 2024/09/17)

   Abstract:
   We establish $L^2$-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 Poincar\'{e}-type inequality in time-augmented state space and a standard $L^2$ energy estimate. Our analysis provides explicit convergence rate estimates, which are more quantitative than existing results.