38 citations · 87 across the 11 of their papers we have counts for
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stat.CO2018
Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo
Christophe Andrieu, Alain Durmus, Nikolas Nüsken +1
In this work, we establish -exponential convergence for a broad class of Piecewise Deterministic Markov Processes recently proposed in the context of Markov Process M…
math.PR2018★ 3 cited
Constructing sampling schemes via coupling: Markov semigroups and optimal transport
N. Nuesken, G. A. Pavliotis
In this paper we develop a general framework for constructing and analysing coupled Markov chain Monte Carlo samplers, allowing for both (possibly degenerate) diffusion and piecewi…