27 citations · 81 across the 21 of their papers we have counts for
3 papers · 1 filter
Diffusive Scaling Limits of Forward Event-Chain Monte Carlo: Provably Efficient Exploration with Partial Refreshment
Hirofumi Shiba, Kengo Kamatani
Piecewise deterministic Markov process samplers are attractive alternatives to Metropolis--Hastings algorithms. A central design question is how to incorporate partial velocity ref…
High-dimensional scaling limits of piecewise deterministic sampling algorithms
Joris Bierkens, Kengo Kamatani, Gareth O. Roberts
Piecewise deterministic Markov processes are an important new tool in the design of Markov Chain Monte Carlo algorithms. Two examples of fundamental importance are the Bouncy Parti…
On One-Dimensional Riccati Diffusions
Adrian N. Bishop, Pierre Del Moral, Kengo Kamatani +1
This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential…