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Irreversible Langevin MCMC on Lie groups - MaRDI portal

Irreversible Langevin MCMC on Lie groups (Q2305221)

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Irreversible Langevin MCMC on Lie groups
scientific article

    Statements

    title
    Irreversible Langevin MCMC on Lie groups (English)
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    author
    Alexis Arnaudon
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    Alessandro Barp
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    So Takao
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    publication date
    10 March 2020
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    zbMATH Keywords
    Hamiltonian Monte Carlo
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    MCMC
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    irreversible diffusions
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    Lie groups
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    geometric mechanics
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    Langevin dynamics
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    sampling
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    Identifiers

    Mathematics Subject Classification ID
    65C05
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    37K30
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    60J70
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    zbMATH DE Number
    7178710
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    OpenAlex ID
    W2970850793
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    arXiv ID
    1903.08939
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