Piecewise deterministic sampling with splitting schemes

arXiv2301.02537MaRDI QIDQ6422753

Pierre Monmarché, Andrea Bertazzi, Paul W. Dobson

Publication date: 6 January 2023

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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