We establish $L^2$-exponential convergence rate for three popular piecewise deterministic Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the zigzag process, and the bouncy particle sampler. Our analysis is based on a variational framework for hypocoercivity, which combines a Poincar\'{e}-type inequality in time-augmented state space and a standard $L^2$ energy estimate. Our analysis provides explicit convergence rate estimates, which are more quantitative than existing results.
翻译:我们为三个流行的片段确定性马可夫采样工艺(随机的汉密尔顿·蒙特卡洛法、zigzag工艺和充气粒子采样器)建立了2美元热合率。我们的分析基于一个低能变异框架,它结合了时间拉动状态空间中Poincar\'{e}类型的不平等和一个标准的2美元能源估算。我们的分析提供了明确的趋同率估算,其数量比现有结果要多。