# Piecewise Deterministic Markov Processes for Scalable Monte Carlo on   Restricted Domains

**Authors:** Joris Bierkens, Alexandre Bouchard-C\^ot\'e, Arnaud Doucet, Andrew B., Duncan, Paul Fearnhead, Thibaut Lienart, Gareth Roberts, Sebastian J. Vollmer

arXiv: 1701.04244 · 2020-09-29

## TL;DR

This paper extends Piecewise Deterministic Monte Carlo algorithms to handle parameters constrained to restricted domains, enabling scalable Bayesian inference with sub-sampling.

## Contribution

It introduces a novel implementation of PDMC methods suitable for restricted parameter spaces, broadening their applicability.

## Key findings

- Effective handling of constrained parameters in PDMC algorithms
- Maintains scalability with sub-sampling in restricted domains
- Potential for improved Bayesian inference in constrained settings

## Abstract

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.

## Full text

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## Figures

3 figures with captions in the complete paper: https://tomesphere.com/paper/1701.04244/full.md

## References

25 references — full list in the complete paper: https://tomesphere.com/paper/1701.04244/full.md

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Source: https://tomesphere.com/paper/1701.04244