Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
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 they can be implemented in settings where the parameters live on a restricted domain.
| Main Authors: | , , , , , , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Elsevier
2018
|
| _version_ | 1826262277558370304 |
|---|---|
| author | Bierkens, J Bouchard-Côté, A Doucet, A Duncan, AB Fearnhead, P Lienart, T Roberts, G Vollmer, SJ |
| author_facet | Bierkens, J Bouchard-Côté, A Doucet, A Duncan, AB Fearnhead, P Lienart, T Roberts, G Vollmer, SJ |
| author_sort | Bierkens, J |
| collection | OXFORD |
| description | 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 they can be implemented in settings where the parameters live on a restricted domain. |
| first_indexed | 2024-03-06T19:33:51Z |
| format | Journal article |
| id | oxford-uuid:1e5ff123-19b5-4514-85ad-592eeeb227e1 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-06T19:33:51Z |
| publishDate | 2018 |
| publisher | Elsevier |
| record_format | dspace |
| spelling | oxford-uuid:1e5ff123-19b5-4514-85ad-592eeeb227e12022-03-26T11:16:03ZPiecewise deterministic Markov processes for scalable Monte Carlo on restricted domainsJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:1e5ff123-19b5-4514-85ad-592eeeb227e1EnglishSymplectic Elements at OxfordElsevier2018Bierkens, JBouchard-Côté, ADoucet, ADuncan, ABFearnhead, PLienart, TRoberts, GVollmer, SJPiecewise 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 they can be implemented in settings where the parameters live on a restricted domain. |
| spellingShingle | Bierkens, J Bouchard-Côté, A Doucet, A Duncan, AB Fearnhead, P Lienart, T Roberts, G Vollmer, SJ Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains |
| title | Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains |
| title_full | Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains |
| title_fullStr | Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains |
| title_full_unstemmed | Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains |
| title_short | Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains |
| title_sort | piecewise deterministic markov processes for scalable monte carlo on restricted domains |
| work_keys_str_mv | AT bierkensj piecewisedeterministicmarkovprocessesforscalablemontecarloonrestricteddomains AT bouchardcotea piecewisedeterministicmarkovprocessesforscalablemontecarloonrestricteddomains AT douceta piecewisedeterministicmarkovprocessesforscalablemontecarloonrestricteddomains AT duncanab piecewisedeterministicmarkovprocessesforscalablemontecarloonrestricteddomains AT fearnheadp piecewisedeterministicmarkovprocessesforscalablemontecarloonrestricteddomains AT lienartt piecewisedeterministicmarkovprocessesforscalablemontecarloonrestricteddomains AT robertsg piecewisedeterministicmarkovprocessesforscalablemontecarloonrestricteddomains AT vollmersj piecewisedeterministicmarkovprocessesforscalablemontecarloonrestricteddomains |