most citedAccelerated Sampling on Discrete Spaces with Non-Reversible Markov Processes

13 citations · 13 across the 3 of their papers we have counts for

collaborators
Showing stat.COShow all

2 papers · 1 filter

stat.CO2021

Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state space models

Jacob Vorstrup Goldman, Sumeetpal Sidhu Singh

We propose a novel blocked version of the continuous-time bouncy particle sampler of [Bouchard-Côté et al., 2018] which is applicable to any differentiable probability density. Thi…

stat.CO2019★ 13 cited

Accelerated Sampling on Discrete Spaces with Non-Reversible Markov Processes

Samuel Power, Jacob Vorstrup Goldman

We consider the task of MCMC sampling from a distribution defined on a discrete space. Building on recent insights provided in [Zan19], we devise a class of efficient continuous-ti…