Sampling from manifold-restricted distributions using tangent bundle projections

DOI10.1007/s11222-019-09907-8zbMath1436.62093arXiv1811.05494OpenAlexW3105374114WikidataQ127071957 ScholiaQ127071957MaRDI QIDQ2302511

Alvin J. K. Chua

Publication date: 26 February 2020

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.05494

zbMATH Keywords

manifoldimportance samplingdensity estimationBayesian inferencederivative-based

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistics on manifolds (62R30) Bayesian inference (62F15) Sampling theory, sample surveys (62D05)

Related Items (1)

Space from entanglement: An information-geometric perspective

Uses Software

• BayesDA
• PRMLT

Cites Work

• Hybrid Monte Carlo methods for sampling probability measures on submanifolds
• Langevin diffusions and the Metropolis-adjusted Langevin algorithm
• A User's Guide to Measure Theoretic Probability
• Optimal Scaling of Discrete Approximations to Langevin Diffusions
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
• Nonlinear Dimensionality Reduction
• Sampling from a Manifold
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Monte Carlo sampling methods using Markov chains and their applications
• Remarks on a Multivariate Transformation
• Optimal Whitening and Decorrelation
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