Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

23 November 2016

Gareth O. Roberts

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Papers citing "Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo"

18 / 68 papers shown

Title
Transport Monte Carlo: High-Accuracy Posterior Approximation via Random Transport L. Duan OT 61 11 0 24 Jul 2019
Stochastic gradient Markov chain Monte Carlo Christopher Nemeth Paul Fearnhead BDL 81 139 0 16 Jul 2019
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario Christophe Andrieu Samuel Livingstone 73 28 0 14 Jun 2019
Analysis of high-dimensional Continuous Time Markov Chains using the Local Bouncy Particle Sampler T. Zhao Alexandre Bouchard-Côté 112 5 0 30 May 2019
Efficient posterior sampling for high-dimensional imbalanced logistic regression Deborshee Sen Matthias Sachs Jianfeng Lu David B. Dunson 111 13 0 27 May 2019
A Piecewise Deterministic Markov Process via $(r,θ)$ swaps in hyperspherical coordinates Alexander Terenin D. Thorngren 34 3 0 02 Jul 2018
Bouncy Hybrid Sampler as a Unifying Device J. Marković A. Sepehri 33 2 0 12 Feb 2018
Binary Bouncy Particle Sampler Ari Pakman 38 7 0 02 Nov 2017
Unbiased Hamiltonian Monte Carlo with couplings J. Heng Pierre E. Jacob 93 64 0 01 Sep 2017
A Discrete Bouncy Particle Sampler Chris Sherlock Alexandre Hoang Thiery 117 23 0 17 Jul 2017
Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets Florian Maire Nial Friel Pierre Alquier 82 14 0 26 Jun 2017
Generalized Bouncy Particle Sampler Changye Wu Christian P. Robert 93 25 0 15 Jun 2017
Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods Akihiko Nishimura David B. Dunson Jianfeng Lu 42 2 0 23 May 2017
Exponential Ergodicity of the Bouncy Particle Sampler George Deligiannidis Alexandre Bouchard-Côté Arnaud Doucet 114 49 0 12 May 2017
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains J. Bierkens Alexandre Bouchard-Côté Arnaud Doucet Andrew B. Duncan Paul Fearnhead Thibaut Lienart Gareth O. Roberts Sebastian J. Vollmer 94 56 0 16 Jan 2017
Quasi-stationary Monte Carlo and the ScaLE Algorithm M. Pollock Paul Fearnhead A. M. Johansen Gareth O. Roberts 98 18 0 12 Sep 2016
Stochastic Bouncy Particle Sampler Ari Pakman D. Gilboa David Carlson Liam Paninski 96 32 0 03 Sep 2016
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data J. Bierkens Paul Fearnhead Gareth O. Roberts 96 233 0 11 Jul 2016