Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection
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Updated
Sep 2, 2022 - Julia
Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection
Piecewise Deterministic Sampler library (Bouncy particle sampler, Zig Zag sampler, ...)
Non-reversible continuous MCMCs based on Piecewise-Deterministic Markov Processes
Bouncy Particle Sampler in rare event simulation
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