Reversible Jump PDMP Samplers for Variable Selection

22 October 2020

Papers citing "Reversible Jump PDMP Samplers for Variable Selection"

13 / 13 papers shown

Title
Stochastic Gradient Piecewise Deterministic Monte Carlo Samplers Paul Fearnhead Sebastiano Grazzi Chris Nemeth Gareth O. Roberts 30 0 0 27 Jun 2024
Adaptive MCMC for Bayesian variable selection in generalised linear models and survival models Xitong Liang Samuel Livingstone Jim Griffin 21 5 0 01 Aug 2023
Geometric ergodicity of trans-dimensional Markov chain Monte Carlo algorithms Qian Qin 9 3 0 31 Jul 2023
Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets J. Bierkens K. Kamatani Gareth O. Roberts 13 0 0 01 May 2023
Automatic Zig-Zag sampling in practice Alice Corbella S. Spencer Gareth O. Roberts 10 20 0 22 Jun 2022
Continuously-Tempered PDMP Samplers Matthew Sutton R. Salomone Augustin Chevallier Paul Fearnhead 16 1 0 19 May 2022
The Application of Zig-Zag Sampler in Sequential Markov Chain Monte Carlo Yu Han Kazuyuki Nakamura 19 1 0 18 Nov 2021
PDMP Monte Carlo methods for piecewise-smooth densities Augustin Chevallier Samuel Power Andi Q. Wang Paul Fearnhead 27 11 0 10 Nov 2021
Sticky PDMP samplers for sparse and local inference problems J. Bierkens Sebastiano Grazzi Frank van der Meulen Moritz Schauer 11 15 0 15 Mar 2021
Zig-zag sampling for discrete structures and non-reversible phylogenetic MCMC Jere Koskela 6 7 0 19 Apr 2020
NuZZ: numerical Zig-Zag sampling for general models Filippo Pagani Augustin Chevallier Samuel Power T. House S. Cotter 14 9 0 07 Mar 2020
Bayes Factor Asymptotics for Variable Selection in the Gaussian Process Framework Minerva Mukhopadhyay S. Bhattacharya 21 1 0 23 Oct 2018
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 58 231 0 11 Jul 2016