Novel PDMPs using mirror maps enable unbiased sampling from distributions on convex sets while allowing exact subsampling and outperforming SDE methods.
Journal of Computational and Graphic al Statistics 23(2), 518–542 (2014)
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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.