MCMC using $\text{bouncy}$ Hamiltonian dynamics: A unifying framework for Hamiltonian Monte Carlo and piecewise deterministic Markov process samplers

Andrew Chin, Akihiko Nishimura

Piecewise-deterministic Markov process (PDMP) samplers constitute a state-of-the-art Markov chain Monte Carlo paradigm in Bayesian computation, with examples including the zig-zag…