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Convergence of Limiting Cases of Continuous-Time, Discrete-Space Jump Processes to Diffusion Processes for Bayesian Inference

Jump-diffusion algorithms are applied Womens Boardshoarts to sampling from Bayesian posterior distributions.We consider a class of random sampling 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 diffusion p

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