The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method (Q144293)

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scientific article; zbMATH DE number 6971463
  • The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method
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English
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
scientific article; zbMATH DE number 6971463
  • The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method

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8 October 2015
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2 November 2018
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stat.ME
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math.ST
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stat.TH
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The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method (English)
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inhomogeneous Poisson process
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Markov chain Monte Carlo
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piecewise deterministic Markov process
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probabilistic graphical models
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rejection-free simulation
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