Bouncy particle sampler with infinite exchanging parallel tempering

arXiv:2509.02003 · cs.LG, stat.ML · Submitted 2025-09-02 · Read on arXiv

cs.LG, stat.ML

Submitted: 2025-09-02

Updated: 2026-10-12

Code: https://github.com/StannisZhou/mahmc

Terminology

• Bayesian Inference — 2× in this paper · explained in 5 episodes
• Generalization — 1× in this paper · explained in 13 episodes
• Hamiltonian Monte Carlo — 1× in this paper

Sources

• Metropolis Augmented Hamiltonian Monte Carlo
• MCMC using $\textit{bouncy}$ Hamiltonian dynamics: A unifying framework for Hamiltonian Monte Carlo and piecewise deterministic Markov process samplers
• Stochastic Gradient Piecewise Deterministic Monte Carlo Samplers
• The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
• Non-reversibly updating a uniform [0,1] value for Metropolis accept/reject decisions

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