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A piecewise deterministic Monte Carlo method for diffusion bridges

A piecewise deterministic Monte Carlo method for diffusion bridges

16 January 2020
J. Bierkens
Sebastiano Grazzi
Frank van der Meulen
Moritz Schauer
    DiffM
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Papers citing "A piecewise deterministic Monte Carlo method for diffusion bridges"

2 / 2 papers shown
Title
Methods and applications of PDMP samplers with boundary conditions
Methods and applications of PDMP samplers with boundary conditions
J. Bierkens
Sebastiano Grazzi
Gareth O. Roberts
Moritz Schauer
13
7
0
14 Mar 2023
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis
  of Big Data
The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
J. Bierkens
Paul Fearnhead
Gareth O. Roberts
53
232
0
11 Jul 2016
1