Dissimilar bouncy walkers

Stochastic Bouncy Particle Sampler

We introduce a stochastic version of the nonreversible, rejection-free Bouncy Particle Sampler (BPS), a Markov process whose sample trajectories are piecewise linear, to efficiently sample Bayesian posteriors in big datasets. We prove that in the BPS no bias is introduced by noisy evaluations of the log-likelihood gradient. On the other hand, we argue that efficiency considerations favor a smal...

Meaty Beaty Big and Bouncy

A popular (well at least popular with me) TV show concerns two 'mad' scientists who love nothing more than to explode urban myths. For instance they have investigated the possibility of death by urinating on a live railway line! We could do with something similar in finance. We have a bad habit of accepting theories as fact within finance, of accepting statements as if they were truths. Even wh...

Lattice paths: vicious walkers and friendly walkers

In an earlier paper [4] the problem of vicious random walkers on a d-dimensional directed lattice was considered. \Vicious walkers" describes the situation in which two or more walkers arriving at the same lattice site annihilate one another. Accordingly, the only allowed con gurations are those in which contacts are forbidden. Alternatively expressed as a static rather than dynamic problem, vi...

Bouncy: An Interactive Life-Like Pet

Multivalent Random Walkers - A Model for Deoxyribozyme Walkers

We propose a stochastic model for molecular transport at the nanoscale that describes the motion of two-dimensional molecular assemblies called multivalent random walkers (MVRWs). This walker model is an abstract description of the motion of multipedal molecular assemblies, called molecular spiders, which use deoxyribozyme legs to move over a surface covered with substrate DNA molecules, cleavi...