Convergence of Limiting Cases of Continuous-Time, Discrete-Space Jump Processes to Diffusion Processes for Bayesian Inference
Jump-diffusion algorithms are applied to sampling from Bayesian posterior distributions.We consider a class of random sampling borstlist självhäftande algorithms based on continuous-time jump processes.The semigroup theory of random processes lets us show that limiting cases of certain jump processes acting on discretized spaces converge to diffu