Monte Carlo on Manifolds: Sampling Densities and Integrating Functions
From MaRDI portal
Publication:4562008
DOI10.1002/cpa.21783OpenAlexW2962846798WikidataQ129364680 ScholiaQ129364680MaRDI QIDQ4562008
Miranda C. Holmes-Cerfon, Jonathan B. Goodman, Emilio Zappa
Publication date: 14 December 2018
Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.08446
Related Items (18)
Random Points on an Algebraic Manifold ⋮ A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics ⋮ Measure estimation on manifolds: an optimal transport approach ⋮ Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds ⋮ Variance-covariance from a metropolis chain on a curved, singular manifold ⋮ Ergodic SDEs on submanifolds and related numerical sampling schemes ⋮ Dimension‐independent Markov chain Monte Carlo on the sphere ⋮ An algorithm for estimating non-convex volumes and other integrals in \(n\) dimensions ⋮ Randomized time Riemannian manifold Hamiltonian Monte Carlo ⋮ Computing the Hausdorff Boundary Measure of Semialgebraic Sets ⋮ Sticky Brownian Motion and Its Numerical Solution ⋮ Coulomb Gases Under Constraint: Some Theoretical and Numerical Results ⋮ Hybrid Monte Carlo methods for sampling probability measures on submanifolds ⋮ Calculating the symmetry number of flexible sphere clusters ⋮ Normal-Bundle Bootstrap ⋮ Catastrophe in elastic tensegrity frameworks ⋮ NonReversible Sampling Schemes on Submanifolds ⋮ Nonparametric Bayes subject to overidentified moment conditions
This page was built for publication: Monte Carlo on Manifolds: Sampling Densities and Integrating Functions
