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...

Повний опис

Бібліографічні деталі
Автор: Vanetti, P
Інші автори: Doucet, A
Формат: Дисертація
Мова:English
Опубліковано: 2019
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