Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo   Recently there have been exciting developments in Monte Carlo methods, with
the development of new MCMC and sequential Monte Carlo (SMC) algorithms which
are based on continuous-time, rather than discrete-time, Markov processes. This
has led to some fundamentally new Monte Carlo algorithms which can be used to
sample from, say, a posterior distribution. Interestingly, continuous-time
algorithms seem particularly well suited to Bayesian analysis in big-data
settings as they need only access a small sub-set of data points at each
iteration, and yet are still guaranteed to target the true posterior
distribution. Whilst continuous-time MCMC and SMC methods have been developed
independently we show here that they are related by the fact that both involve
simulating a piecewise deterministic Markov process. Furthermore we show that
the methods developed to date are just specific cases of a potentially much
wider class of continuous-time Monte Carlo algorithms. We give an informal
introduction to piecewise deterministic Markov processes, covering the aspects
relevant to these new Monte Carlo algorithms, with a view to making the
development of new continuous-time Monte Carlo more accessible. We focus on how
and why sub-sampling ideas can be used with these algorithms, and aim to give
insight into how these new algorithms can be implemented, and what are some of
the issues that affect their efficiency.

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The categories of this paper are: solv-int
26
The categories of this paper are: bayes-an
30
The categories of this paper are: q-alg
22
The categories of this paper are: chao-dyn
15
The categories of this paper are: nucl-ex
29
The categories of this paper are: funct-an
35
The categories of this paper are: mtrl-th
31
The categories of this paper are: ao-sci
32
The categories of this paper are: atom-ph
27
The categories of this paper are: comp-gas
0
The categories of this paper are: hep-ph
34
The categories of this paper are: chem-ph
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The categories of this paper are: astro-ph
33
The categories of this paper are: plasm-ph
4
The categories of this paper are: cond-mat
24
The categories of this paper are: dg-ga