139 citations · 616 across the 32 of their papers we have counts for
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stat.ME2023★ 2 cited
Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets
Joris Bierkens, Kengo Kamatani, Gareth O. Roberts
Piecewise deterministic Markov processes (PDMPs) are a type of continuous-time Markov process that combine deterministic flows with jumps. Recently, PDMPs have garnered attention w…
stat.ME2017★ 53 cited
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains
Joris Bierkens, Alexandre Bouchard-Côté, Arnaud Doucet +5
Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration. We show how th…