Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates

Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates

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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...

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التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Deligiannidis, G, Paulin, D, Bouchard-Côté, A, Doucet, A
التنسيق: Journal article
اللغة:English
منشور في: Institute of Mathematical Statistics 2021
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