Bouncy Hybrid Sampler as a Unifying Device

Understand

This work introduces a class of rejection-free Markov chain Monte Carlo (MCMC) samplers, named the Bouncy Hybrid Sampler, which unifies several existing methods from the literature.

• Examples include the Bouncy Particle Sampler of Peters and de With (2012), Bouchard-Cote et al.
• (2015) and the Hamiltonian MCMC.
• Following the introduced general framework, we derive a new sampler called the Quadratic Bouncy Hybrid Sampler.