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Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework.
Stochastic optimal control
D. P. Bertsekas and S. E. Shreve · 1978
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Simulation of nonhomogeneous Poisson processes by thinning
P. A. W. Lewis and G. S. Shedler · 1979
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Markov processes
S. N. Ethier and T. G. Kurtz · 1986
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Markov Models & Optimization
M. Davis · 1993
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Stability of Markovian processes. III. Foster-Lyapunov criteria for continuous-time processes
S. P. Meyn and R. L. Tweedie · 1993
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Limit theorems for stochastic processes
J. Jacod and A. N. Shiryaev · 2003
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Point process theory and applications
M. Jacobsen · 2006
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Stability and ergodicity of piecewise deterministic markov processes
O. L. V. Costa and F. Dufour · 2008
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Optimal transport
C. Villani · 2009
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Rejection-free monte carlo sampling for general potentials
E. A. J. F. Peters and G. de With · 2012
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Piecewise deterministic Markov process—recent results
R. Azaïs, J.-B. Bardet, A. Génadot, N. Krell, and P.-A. Zitt · 2014
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Qualitative properties of certain piecewise deterministic Markov processes
M. Benaïm, S. Le Borgne, F. Malrieu, and P.-A. Zitt · 2015
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Confinement by biased velocity jumps: aggregation of escherichia coli
V. Calvez, G. Raoul, and C. Schmeiser · 2015
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Some simple but challenging Markov processes
F. Malrieu · 2015
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Piecewise deterministic simulated annealing
P. Monmarché · 2016
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The bouncy particle sampler: A nonreversible rejection-free markov chain monte carlo method
A. Bouchard-Côté, S. J. Vollmer, and A. Doucet · 2018
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Markov chains
R. Douc, E. Moulines, P. Priouret, and P. Soulier · 2018
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Exact simulation of the jump times of a class of Piecewise Deterministic Markov Processes
V. Lemaire, M. Thieullen, and N. Thomas · 2018
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The zig-zag process and super-efficient sampling for bayesian analysis of big data
J. Bierkens, P. Fearnhead, and G. Roberts · 2019
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Exponential ergodicity of the bouncy particle sampler
G. Deligiannidis, A. Bouchard-Côté, and A. Doucet · 2019
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Hypocoercivity without confinement
E. Bouin, J. Dolbeault, S. Mischler, C. Mouhot, and C. Schmeiser · 2020
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P. Vanetti, A. Bouchard-Côté, G. Deligiannidis, and A. Doucet · 2017
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Generalized bouncy particle sampler
C. Wu and C. P. Robert · 2017
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Geometric ergodicity of the bouncy particle sampler
A. Durmus, A. Guillin, and P. Monmarché · 2020
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Forward event-chain monte carlo: Fast sampling by randomness control in irreversible markov chains
M. Michel, A. Durmus, and S. Sénécal · 2020
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