works on
gradient-based proposals 1hamiltonian monte carlo 1high-dimensional sampling 1mcmc scaling 1metropolis-hastings 1

From the 1 of 4 linked papers with an AI index.

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2025

Piecewise deterministic sampling with splitting schemes

Andrea Bertazzi, Paul Dobson, Pierre Monmarché

We introduce Markov chain Monte Carlo (MCMC) algorithms based on numerical approximations of piecewise-deterministic Markov processes obtained with the framework of splitting schem…