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arXiv · 2106.11357

A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process

G. Vasdekis·G. O. Roberts
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Abstract

We prove polynomial ergodicity for the one-dimensional Zig-Zag process on heavy tailed targets and identify the exact order of polynomial convergence of the process when targeting Student distributions.

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G. Vasdekis, G. O. Roberts. 2021-11-01. A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process. https://arxiv.org/abs/2106.11357

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