Piecewise Deterministic Markov Processes and their invariant measures

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Piecewise Deterministic Markov Processes and their invariant measures

14 July 2018

Pierre Monmarché

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Papers citing "Piecewise Deterministic Markov Processes and their invariant measures"

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Title
Piecewise deterministic generative models Andrea Bertazzi Alain Durmus Dario Shariatian Umut Simsekli Éric Moulines DiffM 65 1 0 28 Jul 2024
Non-reversible lifts of reversible diffusion processes and relaxation times Andreas Eberle Francis Lörler 68 9 0 07 Feb 2024
Debiasing Piecewise Deterministic Markov Process samplers using couplings Adrien Corenflos Matthew Sutton Nicolas Chopin 56 1 0 27 Jun 2023
Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets J. Bierkens K. Kamatani Gareth O. Roberts 65 1 0 01 May 2023
Randomized Time Riemannian Manifold Hamiltonian Monte Carlo Peter Whalley Daniel Paulin Benedict Leimkuhler 63 4 0 09 Jun 2022
Nonlinear MCMC for Bayesian Machine Learning James Vuckovic 76 2 0 11 Feb 2022
PDMP Monte Carlo methods for piecewise-smooth densities Augustin Chevallier Samuel Power Andi Q. Wang Paul Fearnhead 64 11 0 10 Nov 2021
Non-reversible processes: GENERIC, Hypocoercivity and fluctuations M. H. Duong M. Ottobre 43 7 0 30 Oct 2021
Speed Up Zig-Zag G. Vasdekis Gareth O. Roberts 52 11 0 30 Mar 2021
Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state space models Jacob Vorstrup Goldman Sumeetpal S. Singh 61 4 0 08 Jan 2021
A general perspective on the Metropolis-Hastings kernel Christophe Andrieu Anthony Lee Samuel Livingstone 86 25 0 29 Dec 2020
Subgeometric hypocoercivity for piecewise-deterministic Markov process Monte Carlo methods Christophe Andrieu P. Dobson Andi Q. Wang 74 13 0 18 Nov 2020
Exact targeting of Gibbs distributions using velocity-jump processes Pierre Monmarché Mathias Rousset P. Zitt 18 6 0 21 Aug 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
Analysis of Stochastic Gradient Descent in Continuous Time J. Latz 81 41 0 15 Apr 2020
Cores for Piecewise-Deterministic Markov Processes used in Markov Chain Monte Carlo P. Holderrieth 93 10 0 20 Oct 2019
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario Christophe Andrieu Samuel Livingstone 75 28 0 14 Jun 2019
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo Christophe Andrieu Alain Durmus Nikolas Nusken Julien Roussel 51 50 0 26 Aug 2018
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