Sleek implementations of the ZigZag, Boomerang and other assorted piecewise deterministic Markov processes for Markov Chain Monte Carlo including Sticky PDMPs for variable selection
Compare formula (1.4) in Joris Bierkens, Sebastiano Grazzi, Frank van der Meulen, Moritz Schauer:
Sticky PDMP samplers for sparse and local inference problems. 2020. [https://arxiv.org/abs/2103.08478].
Compare formula (1.4) in Joris Bierkens, Sebastiano Grazzi, Frank van der Meulen, Moritz Schauer: Sticky PDMP samplers for sparse and local inference problems. 2020. [https://arxiv.org/abs/2103.08478].