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Non-reversible Markov chain Monte Carlo schemes based on piecewise deterministic Markov processes have been recently introduced in applied probability, automatic control, physics and statistics.
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Peters, E.A.J.F. and de With, G. (2012). Rejection-free Monte Carlo sampling for general potentials · 2012
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Bierkens, J., and Roberts, G.O. (2017). A piecewise deterministic scaling limit of lifted Metropolis–Hastings in the Curie–Weiss model. Ann. Appl. Probab
2017
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