Fetching the paper…
Reading the bibliography…
The persistent walk is a classical model in kinetic theory, which has also been studied as a toy model for MCMC questions.
On diffusion by discontinuous movements, and on the telegraph equation
S. Goldstein · 1951
Earlier work this paper cites.
A stochastic model related to the telegrapher’s equation
M. Kac · 1972
Earlier work this paper cites.
Théorème de limite centrale fonctionnel pour une chaîne de Markov récurrente au sens de Harris et positive
N. Maigret · 1978
Earlier work this paper cites.
Persistent diffusion on a line
V. Balakrishnan and S. Chaturvedi · 1988
Earlier work this paper cites.
Expansion of the global error for numerical schemes solving stochastic differential equations
D. Talay and L. Tubaro · 1990
Earlier work this paper cites.
Molecullar dynamics algorithm for multiple time scales: Systems with disparate masses
M.E. Tuckerman, B.J Berne, and Rossi · 1991
Earlier work this paper cites.
Time-reversible multiple time scale ab initio molecular dynamics
Gibson D.A. and E.A. Carter · 1993
Earlier work this paper cites.
Correlated random walks, hyperbolic systems and fokker-planck equations
E. Zauderer · 1993
Earlier work this paper cites.
The general correlated random walk
A.Y. Chen and E. Renshaw · 1994
Earlier work this paper cites.
Travelling fronts for correlated random walks
K. P. Hadeler · 1994
Earlier work this paper cites.
A Liapounov bound for solutions of the Poisson equation
Peter W. Glynn and Sean P. Meyn · 1996
Earlier work this paper cites.
Foundations of modern probability
O. Kallenberg · 1997
Earlier work this paper cites.
Analysis of a nonreversible Markov chain sampler
P. Diaconis, S. Holmes, and R. M. Neal · 2000
Earlier work this paper cites.
Geometric numerical integration illustrated by the störmer–verlet method
E. Hairer, C. Lubich, and G. Wanner · 2003
Earlier work this paper cites.
Algorithms for brownian dynamics
A. Ricci and G. Ciccotti · 2003
Earlier work this paper cites.
Convergence of binomial large investor models and general correlated random walks
U. Gruber · 2004
Earlier work this paper cites.
A diffusion limit for generalized correlated random walks
U. Gruber and M. Schweizer · 2006
Earlier work this paper cites.
Nonhomogeneous geometric distributions with relations to birth and death processes
M. Mandelbaum, M. Hlynka, and P. H. Brill · 2007
Cited alongside, same era.
Event-chain Monte Carlo algorithms for hard-sphere systems
E. P. Bernard, W. Krauth, and D. B. Wilson · 2009
Cited alongside, same era.
From persistent random walk to the telegraph noise
S. Herrmann and P. Vallois · 2010
Cited alongside, same era.
Convergence of numerical time-averaging and stationary measures via Poisson equations
J. C. Mattingly, A. M. Stuart, and M. V. Tretyakov · 2010
Cited alongside, same era.
Yet another look at Harris’ ergodic theorem for Markov chains
M. Hairer and J. C. Mattingly · 2011
Cited alongside, same era.
Irreversible monte carlo algorithms for efficient sampling
Turitsyn K.S., Chertkov M., and Vucelja M · 2011
Cited alongside, same era.
Hypocoercivity without confinement
E. Bouin, J. Dolbeault, S. Mischler, C. Mouhot, and C. Schmeiser · 2017
Later among the works it cites.
Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
A. Durmus and É. Moulines · 2017
Later among the works it cites.
Forward Event-Chain Monte Carlo: Fast sampling by randomness control in irreversible Markov chains
M. Michel, A. Durmus, and S. Sénécal · 2017
Later among the works it cites.
X. Michel, M.and Tan and Y. Deng · 2017
Later among the works it cites.
Weakly self-interacting velocity jump processes for bacterial chemotaxis and adaptive algorithms
P. Monmarché · 2017
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Rejection-free monte carlo sampling for general potentials
E. A. J. F. Peters and G. de With · 2012
Cited alongside, same era.
On the spectral analysis of second-order Markov chains
P. Diaconis and L. Miclo · 2013
Cited alongside, same era.
Rational construction of stochastic numerical methods for molecular sampling
B. Leimkuhler and C. Matthews · 2013
Cited alongside, same era.
Étude spectrale minutieuse de processus moins indécis que les autres
L. Miclo and P. Monmarché · 2013
Cited alongside, same era.
Time integrators for molecular dynamics
N. Bou-Rabee · 2014
Cited alongside, same era.
Long time behavior of telegraph processes under convex potentials
J. Fontbona, H. Guérin, and F. Malrieu · 2016
Cited alongside, same era.
Piecewise Deterministic Markov Chain Monte Carlo
P. Vanetti, A. Bouchard-Côté, G. Deligiannidis, and A. Doucet · 2017
Later among the works it cites.
Generalized Bouncy Particle Sampler
C. Wu and C. P. Robert · 2017
Later among the works it cites.
The bouncy particle sampler: a nonreversible rejection-free Markov chain Monte Carlo method
A. Bouchard-Côté, S. J. Vollmer, and A. Doucet · 2018
Later among the works it cites.
Geometric ergodicity of the bouncy particle sampler
A. Durmus, A. Guillin, and P. Monmarché · 2018
Later among the works it cites.
Piecewise Deterministic Markov Processes and their invariant measure
A. Durmus, A. Guillin, and P. Monmarché · 2018
Later among the works it cites.
Exact simulation of the jump times of a class of piecewise deterministic Markov processes
V. Lemaire, M. Thieullen, and N. Thomas · 2018
Later among the works it cites.
P. Monmarché · 2018
Later among the works it cites.
The one-dimensional asymmetric persistent random walk
V. Rossetto · 2018
Later among the works it cites.
The zig-zag process and super-efficient sampling for Bayesian analysis of big data
J. Bierkens, P. Fearnhead, and G. Roberts · 2019
Closest in time.
Ergodicity of the zigzag process
J. Bierkens, G. Roberts, and P.-A. Zitt · 2019
Closest in time.
P. Monmarché, J. Weisman, and J.-P. Lagardère, L.and Piquemal · 2020
Closest in time.