Novel PDMPs using mirror maps enable unbiased sampling from distributions on convex sets while allowing exact subsampling and outperforming SDE methods.
SIAM-S ociety for Industrial and Applied Mathematics, Philadelphia, PA, USA (2017)
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Piecewise Deterministic Sampling for Constrained Distributions
Novel PDMPs using mirror maps enable unbiased sampling from distributions on convex sets while allowing exact subsampling and outperforming SDE methods.