Piecewise Deterministic Markov Processes for Scalable Monte Carlo on
Restricted Domains

Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains

16 January 2017

Alexandre Bouchard-Coté

Andrew B. Duncan

Thibaut Lienart

Gareth O. Roberts

Sebastian J. Vollmer

Papers citing "Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains"

10 / 10 papers shown

Title
Numerical Generalized Randomized Hamiltonian Monte Carlo for piecewise smooth target densities Jimmy Huy Tran T. S. Kleppe BDL 45 0 0 25 Apr 2025
Hoeffding's inequality for continuous-time Markov chains Jinpeng Liu Yuanyuan Liu Lin Zhou 23 0 0 23 Apr 2024
Methods and applications of PDMP samplers with boundary conditions J. Bierkens Sebastiano Grazzi Gareth O. Roberts Moritz Schauer 35 7 0 14 Mar 2023
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 33 15 0 01 Aug 2022
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes Augustin Chevallier F. Cazals Paul Fearnhead 17 13 0 18 Feb 2022
Reversible Jump PDMP Samplers for Variable Selection Augustin Chevallier Paul Fearnhead Matthew Sutton 21 18 0 22 Oct 2020
On explicit $L^2$ -convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms Jianfeng Lu Lihan Wang 22 27 0 29 Jul 2020
Non-Reversible Parallel Tempering: a Scalable Highly Parallel MCMC Scheme Saifuddin Syed Alexandre Bouchard-Coté George Deligiannidis Arnaud Doucet 21 69 0 08 May 2019
Accelerating MCMC Algorithms Christian P. Robert Victor Elvira Nicholas G. Tawn Changye Wu 20 140 0 08 Apr 2018
Exponential Ergodicity of the Bouncy Particle Sampler George Deligiannidis Alexandre Bouchard-Coté Arnaud Doucet 19 49 0 12 May 2017