The bouncy particle sampler: A non-reversible rejection free Markov chain Monte Carlo method
Many Markov chain Monte Carlo techniques currently available rely on discrete-time reversible Markov processes whose transition kernels are variations of the Metropolis–Hastings algorithm. We explore and generalize an alternative scheme recently introduced in the physics literature where the target...
| Main Authors: | , , |
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| Format: | Journal article |
| Published: |
Taylor and Francis
2017
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