Applied Mathematical Seminar 66: Posterior Computation with the Gibbs Zig-Zag Sampler
Speaker: Matthias Sachs, University of Birmingham
Time: Tuesday, Apirl 30th, 2024 , 15:00-16:00
Location:IMS, RS408
An intriguing new class of piecewise deterministic Markov processes (PDMPs) has recently been proposed as an alternative to Markov chain Monte Carlo (MCMC). We propose a new class of PDMPs termed Gibbs zig-zag samplers, which allow parameters to be updated in blocks with a zig-zag sampler applied to...