The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method
弹跳粒子采样器：非可逆、无拒绝的马尔可夫链蒙特卡洛方法
Many Markov chain Monte Carlo techniques currently available rely on discrete-time reversible Markov processes whose transition kernels are variations of the Metropolis–Hastings algorithm. We explore and generalize an alternative scheme recently introduced in the physics literature (Peters and de With 2012) where the target distribution is explored using a continuous-time nonreversible piecewise-deterministic Markov process. In the Metropolis–Hastings algorithm, a trial move…