Rapid mixing of geodesic walks on manifolds with positive curvature

DOI10.1214/17-AAP1365zbMath1402.60018arXiv1609.02901OpenAlexW2964235356MaRDI QIDQ1617133

R. Smith

Publication date: 7 November 2018

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.02901

zbMATH Keywords

manifoldsMarkov chain Monte Carloconvex bodiesmomentumpositive curvatureHamiltonian Monte Carlo

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Global Riemannian geometry, including pinching (53C20) Geodesic flows in symplectic geometry and contact geometry (53D25)

Related Items (6)

Geodesic Walks in Polytopes ⋮ Fold maps associated to geodesic random walks on non-positively curved manifolds ⋮ Dimension‐independent Markov chain Monte Carlo on the sphere ⋮ Randomized time Riemannian manifold Hamiltonian Monte Carlo ⋮ High-dimensional MCMC with a standard splitting scheme for the underdamped Langevin diffusion ⋮ Mixing of Hamiltonian Monte Carlo on strongly log-concave distributions: continuous dynamics

Uses Software

• NUTS

Cites Work

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