Abstract
The use of velocity jump Markov processes in MCMC algorithms have recently drawn attention in various fields, such as statistical physics or Bayesian statistics. The aim of this paper is to introduce these processes and to give a few justifications on their interest.
Author supplied keywords
Cite
CITATION STYLE
APA
Monmarché, P. (2019). A Short Introduction to Piecewise Deterministic Markov Samplers. In Springer Proceedings in Mathematics and Statistics (Vol. 282, pp. 375–390). Springer New York LLC. https://doi.org/10.1007/978-3-030-15096-9_11
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free