| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548654 | Statistics & Probability Letters | 2018 | 7 Pages |
Abstract
Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration. We show how they can be implemented in settings where the parameters live on a restricted domain.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Joris Bierkens, Alexandre Bouchard-Côté, Arnaud Doucet, Andrew B. Duncan, Paul Fearnhead, Thibaut Lienart, Gareth Roberts, Sebastian J. Vollmer,