Piecewise deterministic Markov processes for continuous-time Monte Carlo
type: Item
instance of: scholarly article
title: Piecewise deterministic Markov processes for continuous-time Monte Carlo
zbMATH Open document ID: 1403.62148
DOI: 10.1214/18-STS648
author: Paul Fearnhead
author: Joris Bierkens
author: Murray Pollock
author: Gareth O. Roberts
published in: Statistical Science
publication date: 2018-12-10T00:00:00Z
full work available at URL: https://arxiv.org/abs/1611.07873
full work available at URL: https://projecteuclid.org/euclid.ss/1534147229
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 6991126
zbMATH Keywords: Bayesian statistics
zbMATH Keywords: big data
zbMATH Keywords: bouncy particle sampler
zbMATH Keywords: continuous-time importance sampling
zbMATH Keywords: control variates
zbMATH Keywords: SCALE
zbMATH Keywords: zig-zag sampler
MaRDI profile type: Publication
arXiv ID: 1611.07873
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OpenAlex ID: W2951601728
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