70 citations · 138 across the 11 of their papers we have counts for
3 papers · 1 filter
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…
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains
Joris Bierkens, Alexandre Bouchard-Côté, Arnaud Doucet +5
Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration. We show how th…
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
Alexandre Bouchard-Côté, Sebastian J. Vollmer, Arnaud Doucet
Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Ma…