Geodesic Monte Carlo on Embedded Manifolds

DOI10.1111/SJOS.12036zbMath1349.62186arXiv1301.6064OpenAlexW3125584528WikidataQ42077246 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 manifoldStiefel manifoldgeodesicdirectional statisticsHamiltonian Monte Carlo

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Computational methods in Markov chains (60J22) Monte Carlo methods (65C05)

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Uses Software

• Stan
• rstiefel
• hyperdirichlet

Cites Work

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• Hybrid Monte Carlo on Hilbert spaces
• The imbedding problem for Riemannian manifolds
• Exponentials of skew-symmetric matrices and logarithms of orthogonal matrices
• Principal component analysis.
• Monte Carlo strategies in scientific computing.
• A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
• Joining forces of Bayesian and frequentist methodology: a study for inference in the presence of non-identifiability
• The Geometry of Algorithms with Orthogonality Constraints
• Probabilistic model for two dependent circular variables
• Bayesian Orthogonal Component Analysis for Sparse Representation

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