Piecewise-deterministic Markov Processes for Sequential Monte Carlo and MCMC∗
نویسنده
چکیده
This talk will introduce piecewise-deterministic Markov processes, and show how they can be used to develop novel, continuous-time, variants of MCMC or SMC. A particular motivation for this work is to develop Monte Carlo methods that can sample from a posterior and that scale well to large-data.
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