Publications [#372774] of Jianfeng Lu

Papers Published

1. Sachs, M; Sen, D; Lu, J; Dunson, D, Posterior Computation with the Gibbs Zig-Zag Sampler, Bayesian Analysis, vol. 18 no. 3 (January, 2023), pp. 909-927 [doi]
   (last updated on 2024/11/20)

   Abstract:
   An intriguing new class of piecewise deterministic Markov processes (PDMPs) has recently been proposed as an alternative to Markov chain Monte Carlo (MCMC). We propose a new class of PDMPs termed Gibbs zig-zag samplers, which allow parameters to be updated in blocks with a zig-zag sampler applied to certain parameters and traditional MCMC-style updates to others. We demonstrate the flexibility of this framework on posterior sampling for logistic models with shrinkage priors for high-dimensional regression and random effects, and provide conditions for geometric ergodicity and the validity of a central limit theorem.