Paul Dobson: Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods

25 januari 2021 16:00 | Zet in mijn agenda

Hypocoercivity is a useful technique to prove exponential convergence to equilibria for stochastic processes.

In this talk I will give an introduction to the theory of hypocoercivity for Piecewise Deterministic Markov Processes and discuss how we can extend the hypocoercivity theory to prove convergence for PDMP with heavy-tailed target distributions, which exhibit subgeometric rates of convergence to equilibrium.

Paul Dobson

/* */