The Boomerang Sampler

The Boomerang Sampler

24 June 2020

Sebastiano Grazzi

Gareth O. Roberts

Papers citing "The Boomerang Sampler"

11 / 11 papers shown

Title
A piecewise deterministic Monte Carlo method for diffusion bridges J. Bierkens Sebastiano Grazzi Frank van der Meulen Moritz Schauer DiffM 38 22 0 16 Jan 2020
Cores for Piecewise-Deterministic Markov Processes used in Markov Chain Monte Carlo P. Holderrieth 55 10 0 20 Oct 2019
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario Christophe Andrieu Samuel Livingstone 56 28 0 14 Jun 2019
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo Christophe Andrieu Alain Durmus Nikolas Nusken Julien Roussel 28 50 0 26 Aug 2018
Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates George Deligiannidis Daniel Paulin Alexandre Bouchard-Côté Arnaud Doucet 61 51 0 13 Aug 2018
A Piecewise Deterministic Markov Process via $(r,θ)$ swaps in hyperspherical coordinates Alexander Terenin D. Thorngren 23 3 0 02 Jul 2018
Bouncy Hybrid Sampler as a Unifying Device J. Marković A. Sepehri 21 2 0 12 Feb 2018
Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo Paul Fearnhead J. Bierkens M. Pollock Gareth O. Roberts 34 106 0 23 Nov 2016
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 67 232 0 11 Jul 2016
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method Alexandre Bouchard-Côté Sebastian J. Vollmer Arnaud Doucet 67 236 0 08 Oct 2015
Elliptical slice sampling Iain Murray Ryan P. Adams D. MacKay 116 465 0 31 Dec 2009