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Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains

16 January 2017

J. Bierkens

Alexandre Bouchard-Côté

Andrew B. Duncan

Papers citing "Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains"

28 / 28 papers shown

Title
Numerical Generalized Randomized Hamiltonian Monte Carlo for piecewise smooth target densities Jimmy Huy Tran T. S. Kleppe BDL 69 0 0 25 Apr 2025
Piecewise deterministic generative models Andrea Bertazzi Alain Durmus Dario Shariatian Umut Simsekli Éric Moulines DiffM 58 1 0 28 Jul 2024
Hoeffding's inequality for continuous-time Markov chains Jinpeng Liu Yuanyuan Liu Lin Zhou 50 0 0 23 Apr 2024
Numerical Generalized Randomized HMC processes for restricted domains T. S. Kleppe R. Liesenfeld 41 2 0 24 Nov 2023
Methods and applications of PDMP samplers with boundary conditions J. Bierkens Sebastiano Grazzi Gareth O. Roberts Moritz Schauer 72 8 0 14 Mar 2023
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 100 16 0 01 Aug 2022
Automatic Zig-Zag sampling in practice Alice Corbella S. Spencer Gareth O. Roberts 71 20 0 22 Jun 2022
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes Augustin Chevallier F. Cazals Paul Fearnhead 51 13 0 18 Feb 2022
The Application of Zig-Zag Sampler in Sequential Markov Chain Monte Carlo Yu Han Kazuyuki Nakamura 50 2 0 18 Nov 2021
PDMP Monte Carlo methods for piecewise-smooth densities Augustin Chevallier Samuel Power Andi Q. Wang Paul Fearnhead 64 11 0 10 Nov 2021
Speed Up Zig-Zag G. Vasdekis Gareth O. Roberts 52 11 0 30 Mar 2021
Reversible Jump PDMP Samplers for Variable Selection Augustin Chevallier Paul Fearnhead Matthew Sutton 65 18 0 22 Oct 2020
On explicit $L^2$ -convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms Jianfeng Lu Lihan Wang 76 27 0 29 Jul 2020
Zig-zag sampling for discrete structures and non-reversible phylogenetic MCMC Jere Koskela 60 7 0 19 Apr 2020
Computing Bayes: Bayesian Computation from 1763 to the 21st Century G. Martin David T. Frazier Christian P. Robert 102 17 0 14 Apr 2020
Posterior computation with the Gibbs zig-zag sampler Matthias Sachs Deborshee Sen Jianfeng Lu David B. Dunson 101 7 0 08 Apr 2020
Large-scale inference of correlation among mixed-type biological traits with phylogenetic multivariate probit models Zhenyu Zhang A. Nishimura P. Bastide X. Ji R. Payne P. Goulder P. Lemey M. Suchard 56 29 0 19 Dec 2019
Parallelising MCMC via Random Forests Changye Wu Christian P. Robert 20 5 0 21 Nov 2019
Non-Reversible Parallel Tempering: a Scalable Highly Parallel MCMC Scheme Saifuddin Syed Alexandre Bouchard-Côté George Deligiannidis Arnaud Doucet 99 74 0 08 May 2019
Randomized Hamiltonian Monte Carlo as Scaling Limit of the Bouncy Particle Sampler and Dimension-Free Convergence Rates George Deligiannidis Daniel Paulin Alexandre Bouchard-Côté Arnaud Doucet 95 52 0 13 Aug 2018
Accelerating MCMC Algorithms Christian P. Robert Victor Elvira Nicholas G. Tawn Changye Wu 107 141 0 08 Apr 2018
Non-reversible, tuning- and rejection-free Markov chain Monte Carlo via iterated random functions A. Sepehri J. Marković 67 4 0 20 Nov 2017
Binary Bouncy Particle Sampler Ari Pakman 43 7 0 02 Nov 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 46 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 Continuous-Time Monte Carlo Paul Fearnhead J. Bierkens M. Pollock Gareth O. Roberts 76 108 0 23 Nov 2016
Stochastic Bouncy Particle Sampler Ari Pakman D. Gilboa David Carlson Liam Paninski 96 32 0 03 Sep 2016