Non-reversible Markov chains and piece-wise deterministic processes:
An incomplete tutorial
I have been asked to give a tutorial on non-reversible MCMC and piece-wise deterministic Markov processes (PDMPs) at a workshop later in the summer. I will give a very early version of this tutorial at the reading group on Friday. I will try to get across the origins of the interest in non-reversible MCMC, how much of this is true and how the theory has developed, and then get onto some recent developments including a bit about PDMPs. It will be a bit underprepared as any reading group talk can be.