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PDMP Monte Carlo methods for piecewise-smooth densities

PDMP Monte Carlo methods for piecewise-smooth densities

10 November 2021
Augustin Chevallier
Samuel Power
Andi Q. Wang
Paul Fearnhead
ArXivPDFHTML

Papers citing "PDMP Monte Carlo methods for piecewise-smooth densities"

3 / 3 papers shown
Title
Numerical Generalized Randomized Hamiltonian Monte Carlo for piecewise smooth target densities
Numerical Generalized Randomized Hamiltonian Monte Carlo for piecewise smooth target densities
Jimmy Huy Tran
T. S. Kleppe
BDL
45
0
0
25 Apr 2025
Methods and applications of PDMP samplers with boundary conditions
Methods and applications of PDMP samplers with boundary conditions
J. Bierkens
Sebastiano Grazzi
Gareth O. Roberts
Moritz Schauer
35
7
0
14 Mar 2023
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis
  of Big Data
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
1