1 code implementation • 10 Oct 2018 • Changye Wu, Julien Stoehr, Christian P. Robert
Hamiltonian Monte Carlo samplers have become standard algorithms for MCMC implementations, as opposed to more basic versions, but they still require some amount of tuning and calibration.
Computation Data Structures and Algorithms
3 code implementations • 15 Jun 2017 • Changye Wu, Christian P. Robert
As a special example of piecewise deterministic Markov process, bouncy particle sampler is a rejection-free, irreversible Markov chain Monte Carlo algorithm and can draw samples from target distribution efficiently.
Computation
