Rights statement: This is the author’s version of a work that was accepted for publication in Statistics and Probability Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Statistics and Probability Letters, 136, 2018 DOI: 10.1016/j.spl.2018.02.021
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Final published version
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains
AU - Bierkens, Joris
AU - Bouchard-Côté, Alexandre
AU - Doucet, Arnaud
AU - Duncan, Andrew B.
AU - Fearnhead, Paul
AU - Lienart, Thibaut
AU - Roberts, Gareth
AU - Vollmer, Sebastian J.
N1 - This is the author’s version of a work that was accepted for publication in Statistics and Probability Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Statistics and Probability Letters, 136, 2018 DOI: 10.1016/j.spl.2018.02.021
PY - 2018/5/1
Y1 - 2018/5/1
N2 - Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration. We show how they can be implemented in settings where the parameters live on a restricted domain. (C) 2018 Elsevier B.V. All rights reserved.
AB - Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration. We show how they can be implemented in settings where the parameters live on a restricted domain. (C) 2018 Elsevier B.V. All rights reserved.
KW - MCMC
KW - Bayesian statistics
KW - Piecewise deterministic Markov processes
KW - Logistic regression
KW - LEAST-SQUARES
U2 - 10.1016/j.spl.2018.02.021
DO - 10.1016/j.spl.2018.02.021
M3 - Journal article
VL - 136
SP - 148
EP - 154
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
SN - 0167-7152
ER -