Sticky PDMP samplers for sparse and local inference problems
Journal article, 2023
Spike-and-slab
High-dimensional problems
Big-data
Bayesian variable selection
Piecewise deterministic Markov process
Monte Carlo
Non-reversible jump
Author
Joris Bierkens
Delft University of Technology
Sebastiano Grazzi
The University of Warwick
Frank van der Meulen
Vrije Universiteit Amsterdam
Moritz Schauer
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
University of Gothenburg
Statistics and Computing
0960-3174 (ISSN) 1573-1375 (eISSN)
Vol. 33 8Subject Categories
Computational Mathematics
Probability Theory and Statistics
Control Engineering
DOI
10.1007/s11222-022-10180-5