9 citations · 21 across the 9 of their papers we have counts for
Showing 2025Show all
2 papers · 1 filter
stat.CO2025
Covariance-Adaptive Bouncy Particle Samplers via Split Lagrangian Dynamics
Augustin Chevallier, Erik Raab
Piecewise Deterministic Markov Processes (PDMPs) provide a powerful framework for continuous-time Monte Carlo, with the Bouncy Particle Sampler (BPS) as a prominent example. Recent…
stat.CO2025
Towards practical PDMP sampling: Metropolis adjustments, locally adaptive step-sizes, and NUTS-based time lengths
Augustin Chevallier, Sam Power, Matthew Sutton
Piecewise-Deterministic Markov Processes (PDMPs) hold significant promise for sampling from complex probability distributions. However, their practical implementation is hindered b…