MCMC using Hamiltonian dynamics: A unifying framework for Hamiltonian Monte Carlo and piecewise deterministic Markov process samplers
This paper introduces a unifying framework based on bouncy Hamiltonian dynamics that rigorously connects Hamiltonian Monte Carlo and piecewise deterministic Markov process samplers, enabling the construction of rejection-free, competitive samplers that bridge the gap between these two major Bayesian inference paradigms.