3 papers
stat.ME2026
Annealed Leap-Point Sampler for Multimodal Target Distributions
Nicholas G. Tawn, Matthew T. Moores, Hugo Queniat +1
In Bayesian statistics, exploring high-dimensional multimodal posterior distributions poses major challenges for existing MCMC approaches. This paper introduces the Annealed Leap-P…
stat.CO2024
The Lifebelt Particle Filter for robust estimation from low-valued count data
Alice Corbella, Trevelyan J. McKinley, Paul J. Birrell +4
Particle filtering methods can be applied to estimation problems in discrete spaces on bounded domains, to sample from and marginalise over unknown hidden states. As in continuous…
stat.ME2024
Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets
Joris Bierkens, Kengo Kamatani, Gareth O. Roberts
Piecewise deterministic Markov processes (PDMPs) are a type of continuous-time Markov process that combine deterministic flows with jumps. Recently, PDMPs have garnered attention w…