On zig-zag extensions and related ergodicity properties
The thesis was published by
Vasdekis, Georgios,
in February 2021,
University of Warwick.
Abstract:
In this thesis, we study the Zig-Zag process, which was recently proposed as an MCMC algorithm. We propose two extensions for this process and we prove geometric ergodicity results for both of them. The first extension, allows the process to move in more directions than just parallel to f
The full thesis can be downloaded at :
http://wrap.warwick.ac.uk/160527/1/WRAP_Theses_Vasdekis_2021.pdf
http://wrap.warwick.ac.uk/160527/1/WRAP_Theses_Vasdekis_2021.pdf