B0982
Title: Scaling limit of some piecewise deterministic Markov processes via multi scale analysis
Authors: Kengo Kamatani - ISM (Japan) [presenting]
Abstract: Recently, piecewise deterministic Markov processes have gained interest in the Monte Carlo community in the context of scalable Monte Carlo integration methods. We will discuss high-dimensional scaling limits for some piecewise deterministic Markov processes. We will describe these results using multiscale analysis, which is a useful technique for this purpose. We will also highlight two types of scaling limits corresponding to the tangential direction and the linear direction to the log-density contour.
