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stat.CO2025
Transient regime of piecewise deterministic Monte Carlo algorithms
Sanket Agrawal, Joris Bierkens, Kengo Kamatani +1
Piecewise Deterministic Markov Processes (PDMPs) such as the Bouncy Particle Sampler and the Zig-Zag Sampler, have gained attention as continuous-time counterparts of classical Mar…
stat.CO2024
Large sample scaling analysis of the Zig-Zag algorithm for Bayesian inference
Sanket Agrawal, Joris Bierkens, Gareth O. Roberts
Piecewise deterministic Markov processes provide scalable methods for sampling from the posterior distributions in big data settings by admitting principled sub-sampling strategies…