Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
The Bouncy Particle Sampler is a Markov chain Monte Carlo method based on a nonreversible piecewise deterministic Markov process. In this scheme, a particle explores the state space of interest by evolving according to a linear dynamics which is altered by bouncing on the hyperplane tangent to the g...
| Huvudupphovsmän: | , , , |
|---|---|
| Materialtyp: | Journal article |
| Språk: | English |
| Publicerad: |
Institute of Mathematical Statistics
2021
|