Debiasing piecewise deterministic Markov process samplers using couplings
Scandinavian Journal of Statistics, Volume 52, Issue 4, Page 1932-1974, December 2025.Abstract Monte Carlo methods—such as Markov chain Monte Carlo (MCMC) and piecewise deterministic Markov process (PDMP) samplers—provide asymptotically exact estimators of expectations under a target distribution. There is growing interest in alternatives to this asymptotic regime, in particular in constructing estimators that are exact in the limit of ...
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