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mschauer / ZigZagBoomerang.jl

Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection
MIT License
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Crank nicolson scheme for sticky samplers #49

Closed mschauer closed 3 years ago

codecov-io commented 3 years ago

Codecov Report

Merging #49 (9ce5555) into master (d3555da) will decrease coverage by 0.07%. The diff coverage is 0.00%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #49      +/-   ##
==========================================
- Coverage   59.90%   59.82%   -0.08%     
==========================================
  Files          15       15              
  Lines         808      809       +1     
==========================================
  Hits          484      484              
- Misses        324      325       +1
Impacted Files Coverage Δ
src/ss_not_fact.jl 0.00% <0.00%> (ø)

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mschauer commented 3 years ago

See Andrieu, C., Durmus, A., Nüsken, N., & Roussel, J. (2018). Hypocoercivity of Piecewise Deterministic Markov Process-Monte Carlo. ArXiv Preprint ArXiv: 1808.08592. http://arxiv.org/abs/1808.08592