High-dimensional scaling limits of piecewise deterministic sampling algorithms

J Bierkens, K Kamatani, GO Roberts - arXiv preprint arXiv:1807.11358, 2018 - arxiv.org
Piecewise deterministic Markov processes are an important new tool in the design of Markov
Chain Monte Carlo algorithms. Two examples of fundamental importance are the Bouncy …

Ergodicity coefficients for higher-order stochastic processes

D Fasino, F Tudisco - SIAM Journal on Mathematics of Data Science, 2020 - SIAM
The use of higher-order stochastic processes such as nonlinear Markov chains or vertex-
reinforced random walks is significantly growing in recent years as they are much better at …

High-dimensional scaling limits of piecewise deterministic sampling algorithms

J Bierkens, K Kamatani, GO Roberts - The Annals of Applied …, 2022 - projecteuclid.org
Piecewise deterministic Markov processes are an important new tool in the design of Markov
chain Monte Carlo algorithms. Two examples of fundamental importance are the bouncy …

Conservative random walk

J Engländer, S Volkov - Electronic Journal of Probability, 2022 - projecteuclid.org
Abstract Recently, in [11], the “coin-turning walk” was introduced on Z. It is a non-Markovian
process where the steps form a (possibly) time-inhomogeneous Markov chain. In this article …

The coin-turning walk and its scaling limit

J Engländer, S Volkov, Z Wang - 2020 - projecteuclid.org
Let S be the random walk obtained from “coin turning” with some sequence {p_n\}_n≥2, as
introduced in 8. In this paper we investigate the scaling limits of S in the spirit of the classical …

Stick-breaking processes, clumping, and Markov chain occupation laws

Z Dietz, W Lippitt, S Sethuraman - Sankhya A, 2021 - Springer
We connect the empirical or 'occupation'laws of certain discrete space time-inhomogeneous
Markov chains, related to simulated annealing, to a novel class of 'stick-breaking'processes …

Stationarity and inference in multistate promoter models of stochastic gene expression via stick-breaking measures

W Lippitt, S Sethuraman, X Tang - SIAM Journal on Applied Mathematics, 2022 - SIAM
In a general stochastic multistate promoter model of dynamic messenger ribonucleic acid
(mRNA)/protein interactions, we identify the stationary joint distribution of the promoter state …

Random Processes and Stochastic Control

Z Wang - 2020 - search.proquest.com
The chapter is based on [17] with János Engländer and Stanislav Volkov, in which we study
the scaling limit of the coin-turning walk. This random walk describes the sum of sequence of …

Clumping, Stick-breaking, and an Inhomogeneous Markov Chain

W Lippitt - 2019 - search.proquest.com
We study the connections among three types of objects: Residual Allocation Models (RAMs),
a generalized class of stick-breaking processes which include Dirichlet processes, and the …

[引用][C] Higher-order ergodicity coefficients for stochastic tensors

D Fasino, F Tudisco - arXiv preprint arXiv:1907.04841, 2019