{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/concave-convex-pdmp-based-sampling","title":"Concave-Convex PDMP-based sampling","arxiv_id":"2112.12897","date":"2021-12-24","proceeding":null,"authors":["Matthew Sutton","Paul Fearnhead"],"abstract":"Recently non-reversible samplers based on simulating piecewise deterministic Markov processes (PDMPs) have shown potential for efficient sampling in Bayesian inference problems. However, there remains a lack of guidance on how to best implement these algorithms. If implemented poorly, the computational costs of simulating event times can out-weigh the statistical efficiency of the non-reversible dynamics. Drawing on the adaptive rejection literature, we propose the concave-convex adaptive thinning approach for simulating a piecewise deterministic Markov process (CC-PDMP). This approach provides a general guide for constructing bounds that may be used to facilitate PDMP-based sampling. A key advantage of this method is its additive structure - adding concave-convex decompositions yields a concave-convex decomposition. This facilitates swapping priors, simple implementation and computationally efficient thinning. In particular, our approach is well suited to local PDMP simulation where known conditional independence of the target can be exploited for potentially huge computational gains. We provide an R package for implementing the CC-PDMP approach and illustrate how our method outperforms existing approaches to simulating events in the PDMP literature.","url_abs":"https://arxiv.org/abs/2112.12897v1","url_pdf":"https://arxiv.org/pdf/2112.12897v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"concave-convex-pdmp-based-sampling","repo_url":"https://github.com/matt-sutton/ccpdmp","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}