No description, website, or topics provided.
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Type Name Latest commit message Commit time
Failed to load latest commit information.
.gitignore Create Mar 22, 2017


This is an implementation of the Stochastic Bouncy Particle Sampler described in, a stochastic gradient based MCMC sampler that implements a piecewise deterministic Markov process.

Usage instructions: pSBPS_fig.ipynb can be used to compare SBPS and the preconditioned variant pSBPS when sampling from a highly anisotropic logistic regression posterior. The sampler code itself is found in, while various useful functions for running the samplers are in