The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method

8 Oct 2015Alexandre Bouchard-CôtéSebastian J. VollmerArnaud Doucet

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the Metropolis-Hastings algorithm... (read more)

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