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Scaling Results for Piecewise Deterministic Monte Carlo : A Survey
Joris Bierkens
Piecewise Deterministic Monte Carlo (PDMC) algorithms utilize continuous time Markov processes to generate samples from continuous distributions, and provide a modern alternative t…
stat.CO2026
Piecewise Deterministic Markov Processes for Bayesian Inference of PDE Coefficients
Leon Riccius, Iuri B. C. M. Rocha, Joris Bierkens +2
We develop a general framework for piecewise deterministic Markov process (PDMP) samplers that enables efficient Bayesian inference in non-linear inverse problems with expensive li…