Approximations of Piecewise Deterministic Markov Processes and their convergence properties
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DOI: 10.1016/j.spa.2022.09.004
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References listed on IDEAS
- Alexandre Bouchard-Côté & Sebastian J. Vollmer & Arnaud Doucet, 2018. "The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 113(522), pages 855-867, April.
- Bierkens, Joris & Bouchard-Côté, Alexandre & Doucet, Arnaud & Duncan, Andrew B. & Fearnhead, Paul & Lienart, Thibaut & Roberts, Gareth & Vollmer, Sebastian J., 2018. "Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains," Statistics & Probability Letters, Elsevier, vol. 136(C), pages 148-154.
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Keywords
Piecewise Deterministic Markov Processes; Numerical approximation; Weak error; Coupling;All these keywords.
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