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Andrieu, Christophe (author), Dobson, P. (author), Wang, Andi Q. (author)
We extend the hypocoercivity framework for piecewise-deterministic Markov process (PDMP) Monte Carlo established in [2] to heavy-tailed target distributions, which exhibit subgeometric rates of convergence to equilibrium. We make use of weak Poincaré inequalities, as developed in the work of [15], the ideas of which we adapt to the PDMPs of...
journal article 2021