5 citations · 6 across the 2 of their papers we have counts for
3 papers
Continuously-Tempered PDMP Samplers
Matthew Sutton, Robert Salomone, Augustin Chevallier +1
New sampling algorithms based on simulating continuous-time stochastic processes called piece-wise deterministic Markov processes (PDMPs) have shown considerable promise. However,…
Efficient computation of the volume of a polytope in high-dimensions using Piecewise Deterministic Markov Processes
Augustin Chevallier, Frédéric Cazals, Paul Fearnhead
Computing the volume of a polytope in high dimensions is computationally challenging but has wide applications. Current state-of-the-art algorithms to compute such volumes rely on…
Reversible Jump PDMP Samplers for Variable Selection
Augustin Chevallier, Paul Fearnhead, Matthew Sutton
A new class of Markov chain Monte Carlo (MCMC) algorithms, based on simulating piecewise deterministic Markov processes (PDMPs), have recently shown great promise: they are non-rev…