Bierkens, G.N.J.C. (author), Bouchard-Côté, Alexandre (author), Doucet, Arnaud (author), Duncan, Andrew B. (author), Fearnhead, Paul (author), Lienart, Thibaut (author), Roberts, Gareth (author), Vollmer, Sebastian J. (author) 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.
journal article 2018
