Geodesic Monte Carlo on Embedded Manifolds

DOI10.1111/sjos.12036zbMath1349.62186arXiv1301.6064WikidataQ42077246 ScholiaQ42077246MaRDI QIDQ2868870

Simon Byrne, Mark A. Girolami

Publication date: 19 December 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6064

zbMATH Keywords

Riemannian manifold; Stiefel manifold; geodesic; directional statistics; Hamiltonian Monte Carlo

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

60J22: Computational methods in Markov chains

65C05: Monte Carlo methods

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Uses Software

• Stan
• rstiefel
• hyperdirichlet

Cites Work

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