70 citations · 369 across the 48 of their papers we have counts for
3 papers · 1 filter
Controlled Sequential Monte Carlo
Jeremy Heng, Adrian N. Bishop, George Deligiannidis +1
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing c…
Piecewise-Deterministic Markov Chain Monte Carlo
Paul Vanetti, Alexandre Bouchard-Côté, George Deligiannidis +1
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the…
Exponential Ergodicity of the Bouncy Particle Sampler
George Deligiannidis, Alexandre Bouchard-Côté, Arnaud Doucet
Non-reversible Markov chain Monte Carlo schemes based on piecewise deterministic Markov processes have been recently introduced in applied probability, automatic control, physics a…