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20112023
most citedGeneralized event-chain Monte Carlo: Constructing rejection-free global-balance algorithms from infinitesimal steps

150 citations · 347 across the 14 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

cond-mat.stat-mech2017★ 18 cited

Clock Monte Carlo methods

Manon Michel, Xiaojun Tan, Youjin Deng

We propose the clock Monte Carlo technique for sampling each successive chain step in constant time. It is built on a recently proposed factorized transition filter and its core fe…

stat.CO2017

Forward Event-Chain Monte Carlo: Fast sampling by randomness control in irreversible Markov chains

Manon Michel, Alain Durmus, Stéphane Sénécal

Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC),…