PDMP Characterisation of Event-Chain Monte Carlo Algorithms for Particle Systems

Piecewise deterministic Markov processes and their invariant measures

(2021) Alain Durmus et al.   ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES

Forward Event-Chain Monte Carlo: Fast Sampling by Randomness Control in Irreversible Markov Chains

(2020) Manon Michel et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

Geometric ergodicity of the Bouncy Particle Sampler

(2020) Alain Durmus et al.   ANNALS OF APPLIED PROBABILITY

Efficient equilibration of hard spheres with Newtonian event chains

(2019) Marco Klement et al.   JOURNAL OF CHEMICAL PHYSICS

The Zig-Zag process and super-efficient sampling for Bayesian analysis of big data

(2019) Joris Bierkens et al.   ANNALS OF STATISTICS

Ergodicity of the zigzag process

(2019) Joris Bierkens et al.   ANNALS OF APPLIED PROBABILITY

Geometric ergodicity of Langevin dynamics with Coulomb interactions

(2019) Yulong Lu et al.   NONLINEARITY

Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

(2018) Paul Fearnhead et al.   STATISTICAL SCIENCE

Event-chain Monte Carlo algorithms for three- and many-particle interactions

(2017) J. Harland et al.   EPL

The Bouncy Particle Sampler: A Nonreversible Rejection-Free Markov Chain Monte Carlo Method

(2017) Alexandre Bouchard-Côté et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Event-chain Monte Carlo for classical continuous spin models

(2015) Manon Michel et al.   EPL

Monte Carlo simulation of dense polymer melts using event chain algorithms

(2015) Tobias A. Kampmann et al.   JOURNAL OF CHEMICAL PHYSICS

Event-chain algorithm for the Heisenberg model: Evidence forz≃1dynamic scaling

(2015) Yoshihiko Nishikawa et al.   PHYSICAL REVIEW E

Two-Dimensional Melting: From Liquid-Hexatic Coexistence to Continuous Transitions

(2015) Sebastian C. Kapfer et al.   PHYSICAL REVIEW LETTERS

Generalized event-chain Monte Carlo: Constructing rejection-free global-balance algorithms from infinitesimal steps

(2014) Manon Michel et al.   JOURNAL OF CHEMICAL PHYSICS

Invariant densities for dynamical systems with random switching

(2012) Yuri Bakhtin et al.   NONLINEARITY

Rejection-free Monte Carlo sampling for general potentials

(2012) E. A. J. F. Peters et al.   PHYSICAL REVIEW E

Two-Step Melting in Two Dimensions: First-Order Liquid-Hexatic Transition

(2011) Etienne P. Bernard et al.   PHYSICAL REVIEW LETTERS

Geometric analysis for the metropolis algorithm on Lipschitz domains

(2010) Persi Diaconis et al.   INVENTIONES MATHEMATICAE

Irreversible Monte Carlo algorithms for efficient sampling

(2010) Konstantin S. Turitsyn et al.   PHYSICA D-NONLINEAR PHENOMENA

Event-chain Monte Carlo algorithms for hard-sphere systems

(2009) Etienne P. Bernard et al.   PHYSICAL REVIEW E