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Bierkens, G.N.J.C. (author), Verduyn Lunel, Sjoerd M. (author)
The zigzag process is a variant of the telegraph process with position dependent switching intensities. A characterization of the L2-spectrum for the generator of the one-dimensional zigzag process is obtained in the case where the marginal stationary distribution on R is unimodal and the refreshment intensity is zero. Sufficient conditions...
journal article 2022
document
Bierkens, G.N.J.C. (author), Roberts, Gareth (author)
In Turitsyn, Chertkov and Vucelja [Phys. D 240 (2011) 410-414] a nonreversible Markov Chain Monte Carlo (MCMC) method on an augmented state space was introduced, here referred to as Lifted Metropolis-Hastings (LMH). A scaling limit of the magnetization process in the Curie-Weiss model is derived for LMH, as well as for Metropolis-Hastings (MH...
journal article 2017