A discrete bouncy particle sampler
Most Markov chain Monte Carlo methods operate in discrete time and are reversible with respect to the target probability. Nevertheless, it is now understood that the use of nonreversible Markov chains can be beneficial in many contexts. In particular, the recently proposed bouncy particle sampler le...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Oxford University Press
2022
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |