Geometric Integration of Measure-Preserving Flows for Sampling

DOI10.1007/978-3-030-77957-3_18MaRDI QIDQ5021910zbMATH OpenOpenAlexFDO

Authors Alessandro Barp

Publication date 14 January 2022

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-77957-3_18

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Differential geometry (53-XX) Computer science (68-XX)

Cites work

• scientific article; zbMATH DE number 2061729 (Why is no real title available?)
• scientific article; zbMATH DE number 3996707 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• scientific article; zbMATH DE number 956623 (Why is no real title available?)
• scientific article; zbMATH DE number 4186670 (Why is no real title available?)
• A function space HMC algorithm with second order Langevin diffusion limit
• A general metric for Riemannian manifold Hamiltonian Monte Carlo
• An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift
• Cost of the generalised hybrid Monte Carlo algorithm for free field theory
• Discrete mechanics and variational integrators
• Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau
• Efficient molecular dynamics using geodesic integration and solvent-solute splitting
• Exponential convergence of Langevin distributions and their discrete approximations
• Free energy computations. A mathematical perspective
• Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation
• Geometric Numerical Integration
• Geometric integrators and the Hamiltonian Monte Carlo method
• Géométrie des algèbres de Lie locales de Kirillov
• Hamiltonian Monte Carlo on Lie groups and constrained mechanics on homogeneous manifolds
• Hybrid Monte Carlo methods for sampling probability measures on submanifolds
• Information-geometric Markov chain Monte Carlo methods using diffusions
• Irreversible Langevin MCMC on Lie groups
• Langevin diffusions and the Metropolis-adjusted Langevin algorithm
• Langevin dynamics with constraints and computation of free energy differences
• MCMC using Hamiltonian dynamics
• Markov chain Monte Carlo and irreversibility
• Metropolis integration schemes for self-adjoint diffusions
• Modified Hamiltonian Monte Carlo for Bayesian inference
• Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods
• On the Hamiltonian interpolation of near-to-the-identity symplectic mappings with application to symplectic integration algorithms
• Palindromic 3-stage splitting integrators, a roadmap
• Poisson structures and their normal forms
• Reversible and non-reversible Markov chain Monte Carlo algorithms for reservoir simulation problems
• Riemann manifold Langevin and Hamiltonian Monte Carlo methods. With discussion and authors' reply
• Shadow hybrid Monte Carlo: an efficient propagator in phase space of macromolecules
• Simulating Hamiltonian Dynamics
• Splitting methods
• Support points
• The Schouten-Nijenhuis bracket and interior products
• The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
• The geometric foundations of Hamiltonian Monte Carlo
• The modular automorphism group of a Poisson manifold
• Theoretical and numerical comparison of some sampling methods for molecular dynamics

This page was built for publication: Geometric Integration of Measure-Preserving Flows for Sampling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5021910)