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Towards practical PDMP sampling: Metropolis adjustments, locally adaptive step-sizes, and NUTS-based time lengths
Arxiv
0+阅读 · 6月18日
Establishing an $Ω(\sqrt{d})$ complexity lower bound for PDMP samplers and how to break it: a sub-$\sqrt{d}$ algorithm for Gaussian-tailed targets
Arxiv
0+阅读 · 6月18日
Solving linear-rate ODE hierarchies (like master equations) using closures and operator splitting
Arxiv
0+阅读 · 5月16日
Coordination without communication: beyond optimisation and geometric Brownian motion
Arxiv
0+阅读 · 5月29日
The Density Formula Approach for Non-reversible Isomorphism Theorems, with Applications
Arxiv
0+阅读 · 5月21日
A theory of generalised coordinates for stochastic differential equations
Arxiv
0+阅读 · 6月1日
DRL-STAF: A Deep Reinforcement Learning Framework for State-Aware Forecasting of Complex Multivariate Hidden Markov Processes
Arxiv
0+阅读 · 5月14日
Piecewise Deterministic Markov Processes for Bayesian Neural Networks
Arxiv
0+阅读 · 4月6日
A note on integrating products of linear forms over the unit simplex
Arxiv
0+阅读 · 3月13日
MCMC using $\textit{bouncy}$ Hamiltonian dynamics: A unifying framework for Hamiltonian Monte Carlo and piecewise deterministic Markov process samplers
Arxiv
0+阅读 · 3月9日
Piecewise Deterministic Markov Processes for Bayesian Inference of PDE Coefficients
Arxiv
0+阅读 · 2月5日
Learning the Influence Graph of a Markov Process that Randomly Resets to the Past
Arxiv
0+阅读 · 1月17日
Asymptotic Analysis and Practical Evaluation of Jump Rate Estimators in Piecewise-Deterministic Markov Processes
Arxiv
0+阅读 · 2025年12月25日
Piecewise deterministic sampling with splitting schemes
Arxiv
0+阅读 · 2025年11月2日
Estimating the Mixing Coefficients of Geometrically Ergodic Markov Processes
Arxiv
0+阅读 · 2025年12月1日
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