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: | , , , , , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Elsevier
2018
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