Coordinate sampler: a non-reversible Gibbs-like MCMC sampler
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Publication:2302522
DOI10.1007/s11222-019-09913-wzbMath1437.62115arXiv1809.03388OpenAlexW2998649148WikidataQ126466449 ScholiaQ126466449MaRDI QIDQ2302522
Publication date: 26 February 2020
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.03388
Related Items (6)
On explicit \(L^2\)-convergence rate estimate for piecewise deterministic Markov processes in MCMC algorithms ⋮ Concave-Convex PDMP-based Sampling ⋮ Reversible Jump PDMP Samplers for Variable Selection ⋮ Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models ⋮ High-dimensional scaling limits of piecewise deterministic sampling algorithms ⋮ Automatic zig-zag sampling in practice
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