Publications [#372789] of David B. Dunson
search arxiv.org.Papers Published
- Sachs, M; Sen, D; Lu, J; Dunson, D. "Posterior Computation with the Gibbs Zig-Zag Sampler." Bayesian Analysis 18.3 (January, 2023): 909-927. [doi]
(last updated on 2026/01/14)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.