NonReversible Sampling Schemes on Submanifolds

DOI10.1137/20M1378752zbMath1484.65021arXiv2011.02835OpenAlexW4206822233MaRDI QIDQ5020750

Upanshu Sharma, Wei Zhang

Publication date: 7 January 2022

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.02835

zbMATH Keywords

submanifoldreaction coordinateconstrained samplingconditional probability measurenonreversible process

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Probabilistic methods, stochastic differential equations (65C99)

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