This looks interesting! (and congratulations to the new doctor in the linked thread) I’ve been trying to implement a version of the Automatic ZigZag of Corbella et al. myself and wondering about this t_max parameter. Will have to read this more closely

Reposted from Robin Ryder

Finally, some automatization of PDMP methods such as the Zig-Zag sampler: arxiv.org/abs/2408.03682

Reply