The Bouncy Particle Sampler: A non-reversible rejection-free Markov chain Monte Carlo method

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The Bouncy Particle Sampler: A non-reversible rejection-free Markov chain Monte Carlo method

TitleThe Bouncy Particle Sampler: A non-reversible rejection-free Markov chain Monte Carlo method
Publication TypeJournal Article
Year of Publication2018
AuthorsBouchard-Côté, A, Vollmer, SJ, Doucet, A
JournalJournal of the American Statistical Association
Volume113
Pagination855–867