Sampling Constrained Probability Distributions Using Spherical Augmentation

DOI10.1007/978-3-319-45026-1_2zbMath1395.62054arXiv1506.05936OpenAlexW1149990361MaRDI QIDQ2954274

Babak Shahbaba, Shiwei Lan

Publication date: 12 January 2017

Published in: Algorithmic Advances in Riemannian Geometry and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.05936

zbMATH Keywords

samplingregression modelsBayesian inferenceLassoconstrained probability distributions

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Related Items (4)

Approximating Gaussian Process Emulators with Linear Inequality Constraints and Noisy Observations via MC and MCMC ⋮ Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints ⋮ Unnamed Item ⋮ Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation

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