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stat.CO2022
Federated Bayesian Computation via Piecewise Deterministic Markov Processes
Joris Bierkens, Andrew Duncan
When performing Bayesian computations in practice, one is often faced with the challenge that the constituent model components and/or the data are only available in a distributed f…
math.PR2022
Infinite Dimensional Piecewise Deterministic Markov Processes
Paul Dobson, Joris Bierkens
In this paper we aim to construct infinite dimensional versions of well established Piecewise Deterministic Monte Carlo methods, such as the Bouncy Particle Sampler, the Zig-Zag Sa…