Exponential Ergodicity of the Bouncy Particle Sampler

Exponential Ergodicity of the Bouncy Particle Sampler

12 May 2017

George Deligiannidis

Alexandre Bouchard-Côté

Papers citing "Exponential Ergodicity of the Bouncy Particle Sampler"

11 / 11 papers shown

Title
A Discrete Bouncy Particle Sampler Chris Sherlock Alexandre Hoang Thiery 63 23 0 17 Jul 2017
Generalized Bouncy Particle Sampler Changye Wu Christian P. Robert 58 25 0 15 Jun 2017
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains J. Bierkens Alexandre Bouchard-Côté Arnaud Doucet Andrew B. Duncan Paul Fearnhead Thibaut Lienart Gareth O. Roberts Sebastian J. Vollmer 59 56 0 16 Jan 2017
Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo Paul Fearnhead J. Bierkens M. Pollock Gareth O. Roberts 44 108 0 23 Nov 2016
Stochastic Bouncy Particle Sampler Ari Pakman D. Gilboa David Carlson Liam Paninski 42 32 0 03 Sep 2016
Limit theorems for the Zig-Zag process J. Bierkens Andrew Duncan 63 41 0 29 Jul 2016
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 70 233 0 11 Jul 2016
On the Geometric Ergodicity of Hamiltonian Monte Carlo Samuel Livingstone M. Betancourt Simon Byrne Mark Girolami 92 116 0 29 Jan 2016
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method Alexandre Bouchard-Côté Sebastian J. Vollmer Arnaud Doucet 67 237 0 08 Oct 2015
Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm Leif Johnson C. Geyer 99 52 0 27 Feb 2013
Simulation-based Regularized Logistic Regression R. Gramacy Nicholas G. Polson 90 69 0 19 May 2010