Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

Recently, there have been conceptually new developments in Monte Carlo methods through the introduction of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has led to some fundamentally new Monte Carlo algorith...

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Veröffentlicht in:	Statistical science 2018-08, Vol.33 (3), p.386-412
Hauptverfasser:	Fearnhead, Paul, Bierkens, Joris, Pollock, Murray, Roberts, Gareth O.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Bayesian analysis Big Data Efficiency Sampling
Online-Zugang:	Volltext
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