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Geodesic Monte Carlo on Embedded Manifolds

Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton–Jacobi representation. This p...

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Detalles Bibliográficos
Autores principales: Byrne, Simon, Girolami, Mark
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Blackwell Publishing Ltd 2013
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4171821/
https://www.ncbi.nlm.nih.gov/pubmed/25309024
http://dx.doi.org/10.1111/sjos.12036