Piecewise-deterministic Markov chain Monte Carlo
<p>Recent interest in a class of Markov chain Monte Carlo schemes based on continuous-time piecewise-deterministic Markov processes has led to several new and promising algorithmic developments. Prominent examples include the zig-zag process and the bouncy particle sampler. We explore this cla...
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| Format: | Thesis |
| Language: | English |
| Published: |
2019
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