Abstract High energy physics experiments, in particular experiments at the LHC, require reconstruction of charged particle trajectories. Methods reconstructing such trajectories have been known for decades, yet applications Luminosity LHC this to be fast enough suitable online event filtering. A traversing detector volume leaves signals active elements from which trajectory is reconstructed. If...

We propose a simple and novel framework for MCMC inference in continuoustime discrete-state systems with pure jump trajectories. We construct an exact MCMC sampler for such systems by alternately sampling a random discretization of time given a trajectory of the system, and then a new trajectory given the discretization. The first step can be performed efficiently using properties of the Poisso...