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math.PR2023★ 1 cited
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…
math.PR2021
Approximations of Piecewise Deterministic Markov Processes and their convergence properties
Andrea Bertazzi, Joris Bierkens, Paul Dobson
Piecewise deterministic Markov processes (PDMPs) are a class of stochastic processes with applications in several fields of applied mathematics spanning from mathematical modeling…