v1v2v3 (latest)

Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo

26 August 2018

Papers citing "Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo"

20 / 20 papers shown

Title
Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets J. Bierkens K. Kamatani Gareth O. Roberts 65 1 0 01 May 2023
Sampling algorithms in statistical physics: a guide for statistics and machine learning Michael F Faulkner Samuel Livingstone 62 7 0 09 Aug 2022
Stereographic Markov Chain Monte Carlo Jun Yang K. Latuszyñski Gareth O. Roberts 98 14 0 24 May 2022
Non-reversible processes: GENERIC, Hypocoercivity and fluctuations M. H. Duong M. Ottobre 43 7 0 30 Oct 2021
A Note on the Polynomial Ergodicity of the One-Dimensional Zig-Zag process G. Vasdekis Gareth O. Roberts 74 6 0 21 Jun 2021
Adaptive schemes for piecewise deterministic Monte Carlo algorithms Andrea Bertazzi J. Bierkens 46 10 0 27 Dec 2020
Complexity of zigzag sampling algorithm for strongly log-concave distributions Jianfeng Lu Lihan Wang 70 6 0 21 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
An invitation to sequential Monte Carlo samplers Chenguang Dai J. Heng Pierre E. Jacob N. Whiteley 136 68 0 23 Jul 2020
The Boomerang Sampler J. Bierkens Sebastiano Grazzi K. Kamatani Gareth O. Roberts 57 32 0 24 Jun 2020
Posterior computation with the Gibbs zig-zag sampler Matthias Sachs Deborshee Sen Jianfeng Lu David B. Dunson 107 7 0 08 Apr 2020
NuZZ: numerical Zig-Zag sampling for general models Filippo Pagani Augustin Chevallier Samuel Power T. House S. Cotter 57 9 0 07 Mar 2020
A piecewise deterministic Monte Carlo method for diffusion bridges J. Bierkens Sebastiano Grazzi Frank van der Meulen Moritz Schauer DiffM 83 22 0 16 Jan 2020
Peskun-Tierney ordering for Markov chain and process Monte Carlo: beyond the reversible scenario Christophe Andrieu Samuel Livingstone 75 28 0 14 Jun 2019
Analysis of high-dimensional Continuous Time Markov Chains using the Local Bouncy Particle Sampler T. Zhao Alexandre Bouchard-Côté 136 5 0 30 May 2019
Efficient posterior sampling for high-dimensional imbalanced logistic regression Deborshee Sen Matthias Sachs Jianfeng Lu David B. Dunson 127 13 0 27 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
A Discrete Bouncy Particle Sampler Chris Sherlock Alexandre Hoang Thiery 131 23 0 17 Jul 2017