Randomized time Riemannian manifold Hamiltonian Monte Carlo
From MaRDI portal
Publication:6190671
DOI10.1007/s11222-023-10303-6zbMath1530.62010arXiv2206.04554MaRDI QIDQ6190671
Peter A. Whalley, Daniel Paulin, Benedict J. Leimkuhler
Publication date: 6 February 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.04554
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
- The Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data
- The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator
- High dimensional covariance matrix estimation using a factor model
- The imbedding problem for Riemannian manifolds
- Report 14/2006: Geometric Numerical Integration (March 19th -- March 25th, 2006)
- RATTLE: A velocity version of the SHAKE algorithm for molecular dynamics calculations
- Symplectic numerical integrators in constrained Hamiltonian systems
- Analysis of the SHAKE-SOR algorithm for constrained molecular dynamics simulations
- Rapid mixing of geodesic walks on manifolds with positive curvature
- Randomized Hamiltonian Monte Carlo
- Principal component analysis.
- Markov chains for exploring posterior distributions. (With discussion)
- Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates
- Piecewise deterministic Markov processes and their invariant measures
- Couplings for Andersen dynamics
- Hybrid Monte Carlo methods for sampling probability measures on submanifolds
- Optimal estimation and rank detection for sparse spiked covariance matrices
- On the rate of convergence to equilibrium of the Andersen thermostat in molecular dynamics
- An ergodic sampling scheme for constrained Hamiltonian systems with applications to molecular dynamics
- Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
- Coupling and convergence for Hamiltonian Monte Carlo
- Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
- A General Framework For Consistency of Principal Component Analysis
- Langevin dynamics with constraints and computation of free energy differences
- Geodesic Monte Carlo on Embedded Manifolds
- Introduction to Bayesian Econometrics
- Simulating Hamiltonian Dynamics
- Discrete mechanics and variational integrators
- Monte Carlo on Manifolds: Sampling Densities and Integrating Functions
- Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
- Iterative Solution of Nonlinear Equations in Several Variables
- Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
- Convergence rate of Riemannian Hamiltonian Monte Carlo and faster polytope volume computation
- Speeding Up MCMC by Efficient Data Subsampling
- Efficient molecular dynamics using geodesic integration and solvent–solute splitting
- Bayesian Reasoning and Machine Learning
- The Andersen thermostat in molecular dynamics
- Sampling from a Manifold
This page was built for publication: Randomized time Riemannian manifold Hamiltonian Monte Carlo
