Analysis of High-Dimensional Continuous Time Markov Chains Using the Local Bouncy Particle Sampler
arXiv (Cornell University)（2021）
Key words
CTMCs,Hamiltonian Monte Carlo (HMC),Piecewise-deterministic Markov Process (PDMP),BPS,Local Bouncy Particle Sampler (LBPS),Generalized Linear Models (GLM)
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