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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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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Blackwell Publishing Ltd
2013
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| Assuntos: | |
| Acceso en liña: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4171821/ https://ncbi.nlm.nih.gov/pubmed/25309024 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1111/sjos.12036 |
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