PDMP Monte Carlo methods for piecewise smooth densities

DOI10.1017/APR.2023.61MaRDI QIDQ7022545zbMATH OpenFDO

Authors Augustin Chevallier, Sam Power, Andi Q. Wang, Paul Fearnhead

Publication date 25 February 2025

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://eprints.lancs.ac.uk/id/eprint/163724/1/2111.05859v1.pdf

zbMATH Keywords

Bayesian inferencebouncy particle samplerHamiltonian Monte CarloMarkov chain Monte Carlonon-reversible samplerszigzag process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05)

Cites work

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Cited in

(1)

• Piecewise deterministic sampling with splitting schemes

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