Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains

DOI10.1016/j.spl.2018.02.021zbMath1463.62215arXiv1701.04244OpenAlexW2578091367MaRDI QIDQ1642417

Thibaut Lienart, Joris Bierkens, Gareth O. Roberts, Alexandre Bouchard-Côté, Paul Fearnhead, Arnaud Doucet, Andrew B. Duncan, Sebastian J. Vollmer

Publication date: 20 June 2018

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.04244

zbMATH Keywords

Bayesian statisticslogistic regressionMCMCpiecewise deterministic Markov processes

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05)

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Uses Software

• Fahrmeir
• tmg

Cites Work

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