Title: Bouncy Hybrid Sampler as a Unifying Device,
Abstract: This work introduces a class of rejection-free Markov chain Monte Carlo
(MCMC) samplers, named the Bouncy Hybrid Sampler, which unifies several
existing methods from the literature. Examples include the Bouncy Particle
Sampler of Peters and de With (2012), Bouchard-Cote et al. (2015) and the
Hamiltonian MCMC. Following the introduced general framework, we derive a new
sampler called the Quadratic Bouncy Hybrid Sampler. We apply this novel sampler
to the problem of sampling from a truncated Gaussian distribution.