The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method

8 October 2015

Papers citing "The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method"

50 / 120 papers shown

Title
Boosting Statistic Learning with Synthetic Data from Pretrained Large Models Jialong Jiang Wenkang Hu Jian Huang Yuling Jiao Xu Liu DiffM 50 0 0 08 May 2025
Numerical Generalized Randomized Hamiltonian Monte Carlo for piecewise smooth target densities Jimmy Huy Tran T. S. Kleppe BDL 45 0 0 25 Apr 2025
$Fused $L_{1/2}$ prior for large scale linear inverse problem with Gibbs bouncy particle sampler$ Fused $L_{1/2}$ prior for large scale linear inverse problem with Gibbs bouncy particle sampler Xiongwen Ke Yanan Fan Qingping Zhou 19 0 0 12 Sep 2024
Adaptive Stereographic MCMC Cameron Bell Krzystof Łatuszyński Gareth O. Roberts 27 0 0 21 Aug 2024
Piecewise deterministic generative models Andrea Bertazzi Alain Durmus Dario Shariatian Umut Simsekli Éric Moulines DiffM 27 0 0 28 Jul 2024
Stochastic Gradient Piecewise Deterministic Monte Carlo Samplers Paul Fearnhead Sebastiano Grazzi Chris Nemeth Gareth O. Roberts 25 0 0 27 Jun 2024
Effect of Random Learning Rate: Theoretical Analysis of SGD Dynamics in Non-Convex Optimization via Stationary Distribution Naoki Yoshida Shogo H. Nakakita Masaaki Imaizumi 24 1 0 23 Jun 2024
Hoeffding's inequality for continuous-time Markov chains Jinpeng Liu Yuanyuan Liu Lin Zhou 18 0 0 23 Apr 2024
Non-reversible lifts of reversible diffusion processes and relaxation times Andreas Eberle Francis Lörler 32 8 0 07 Feb 2024
Ensemble-Based Annealed Importance Sampling Haoxuan Chen Lexing Ying 33 2 0 28 Jan 2024
Neural parameter calibration and uncertainty quantification for epidemic forecasting Thomas Gaskin Tim Conrad G. Pavliotis Christof Schütte 25 1 0 05 Dec 2023
Debiasing Piecewise Deterministic Markov Process samplers using couplings Adrien Corenflos Matthew Sutton Nicolas Chopin 19 1 0 27 Jun 2023
Contraction Rate Estimates of Stochastic Gradient Kinetic Langevin Integrators B. Leimkuhler Daniel Paulin P. Whalley 23 5 0 14 Jun 2023
Non-Log-Concave and Nonsmooth Sampling via Langevin Monte Carlo Algorithms Tim Tsz-Kit Lau Han Liu T. Pock 39 4 0 25 May 2023
Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets J. Bierkens K. Kamatani Gareth O. Roberts 13 0 0 01 May 2023
Methods and applications of PDMP samplers with boundary conditions J. Bierkens Sebastiano Grazzi Gareth O. Roberts Moritz Schauer 21 7 0 14 Mar 2023
Piecewise Deterministic Markov Processes for Bayesian Neural Networks Ethan Goan Dimitri Perrin Kerrie Mengersen Clinton Fookes 20 0 0 17 Feb 2023
Pigeonhole Stochastic Gradient Langevin Dynamics for Large Crossed Mixed Effects Models Xinyu Zhang Cheng Li 23 0 0 18 Dec 2022
Birth-death dynamics for sampling: Global convergence, approximations and their asymptotics Yulong Lu D. Slepčev Lihan Wang 32 22 0 01 Nov 2022
Federated Bayesian Computation via Piecewise Deterministic Markov Processes J. Bierkens Andrew Duncan FedML 11 1 0 25 Oct 2022
Sampling using Adaptive Regenerative Processes Hector McKimm Andi Q. Wang M. Pollock Christian P. Robert Gareth O. Roberts 19 1 0 18 Oct 2022
Adaptive importance sampling based on fault tree analysis for piecewise deterministic Markov process G. Chennetier Hassane Chraïbi A. Dutfoy Josselin Garnier 22 2 0 17 Sep 2022
On free energy barriers in Gaussian priors and failure of cold start MCMC for high-dimensional unimodal distributions Afonso S. Bandeira Antoine Maillard Richard Nickl Sven Wang 12 8 0 05 Sep 2022
Sampling algorithms in statistical physics: a guide for statistics and machine learning Michael F Faulkner Samuel Livingstone 13 6 0 09 Aug 2022
Bregman Proximal Langevin Monte Carlo via Bregman--Moreau Envelopes Tim Tsz-Kit Lau Han Liu 56 7 0 10 Jul 2022
Automatic Zig-Zag sampling in practice Alice Corbella S. Spencer Gareth O. Roberts 10 20 0 22 Jun 2022
Randomized Time Riemannian Manifold Hamiltonian Monte Carlo P. Whalley Daniel Paulin B. Leimkuhler 6 4 0 09 Jun 2022
Stereographic Markov Chain Monte Carlo Jun Yang K. Latuszyñski Gareth O. Roberts 33 13 0 24 May 2022
Continuously-Tempered PDMP Samplers Matthew Sutton R. Salomone Augustin Chevallier Paul Fearnhead 16 1 0 19 May 2022
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents Alessandro Barp Lancelot Da Costa G. Francca Karl J. Friston Mark Girolami Michael I. Jordan G. Pavliotis 28 25 0 20 Mar 2022
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes Augustin Chevallier F. Cazals Paul Fearnhead 9 13 0 18 Feb 2022
HMC and underdamped Langevin united in the unadjusted convex smooth case Nicolai Gouraud Pierre Le Bris Adrien Majka Pierre Monmarché 20 10 0 02 Feb 2022
Accelerating Bayesian inference of dependency between complex biological traits Zhenyu Zhang A. Nishimura Nídia S. Trovão Joshua L. Cherry Andrew J Holbrook Xiang Ji P. Lemey M. Suchard 15 2 0 18 Jan 2022
Optimal friction matrix for underdamped Langevin sampling Martin Chak N. Kantas T. Lelièvre G. Pavliotis 9 8 0 30 Nov 2021
Strong Invariance Principles for Ergodic Markov Processes A. Pengel J. Bierkens 14 1 0 24 Nov 2021
The Application of Zig-Zag Sampler in Sequential Markov Chain Monte Carlo Yu Han Kazuyuki Nakamura 17 2 0 18 Nov 2021
Sampling from multimodal distributions using tempered Hamiltonian transitions Joonha Park 12 2 0 12 Nov 2021
PDMP Monte Carlo methods for piecewise-smooth densities Augustin Chevallier Samuel Power Andi Q. Wang Paul Fearnhead 21 11 0 10 Nov 2021
Divide-and-Conquer Fusion Ryan S.Y. Chan M. Pollock A. M. Johansen Gareth O. Roberts 19 2 0 14 Oct 2021
Massively Parallel Probabilistic Computing with Sparse Ising Machines Navid Anjum Aadit Andrea Grimaldi M. Carpentieri L. Theogarajan J. Martinis G. Finocchio Kerem Y Çamsarı 50 141 0 06 Oct 2021
Asynchronous and Distributed Data Augmentation for Massive Data Settings Jiayuan Zhou Kshitij Khare Sanvesh Srivastava 27 3 0 18 Sep 2021
A stepped sampling method for video detection using LSTM Dengshan Li Rujing Wang Chengjun Xie 11 0 0 18 Jul 2021
Convergence Analysis of Schr{ö}dinger-F{ö}llmer Sampler without Convexity Yuling Jiao Lican Kang Yanyan Liu Youzhou Zhou OT 6 6 0 10 Jul 2021
Schr{ö}dinger-F{ö}llmer Sampler: Sampling without Ergodicity Jian Huang Yuling Jiao Lican Kang Xu Liao Jin Liu Yanyan Liu 29 27 0 21 Jun 2021
Divide-and-Conquer Bayesian Inference in Hidden Markov Models Chunlei Wang Sanvesh Srivastava 25 9 0 30 May 2021
Dimension-free Mixing for High-dimensional Bayesian Variable Selection Quan Zhou Jun Yang Dootika Vats Gareth O. Roberts Jeffrey S. Rosenthal 15 24 0 12 May 2021
Speed Up Zig-Zag G. Vasdekis Gareth O. Roberts 11 11 0 30 Mar 2021
Gradient-Based Markov Chain Monte Carlo for Bayesian Inference With Non-Differentiable Priors Jacob Vorstrup Goldman Torben Sell Sumeetpal S. Singh 6 7 0 16 Mar 2021
Sticky PDMP samplers for sparse and local inference problems J. Bierkens Sebastiano Grazzi Frank van der Meulen Moritz Schauer 6 15 0 15 Mar 2021
Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state space models Jacob Vorstrup Goldman Sumeetpal S. Singh 11 4 0 08 Jan 2021