Monte Carlo on Manifolds: Sampling Densities and Integrating Functions

DOI10.1002/CPA.21783OpenAlexW2962846798WikidataQ129364680 ScholiaQ129364680MaRDI QIDQ4562008FDOQ4562008

Authors: Miranda Holmes-Cerfon, Jonathan Goodman, Emilio Zappa 

Publication date: 14 December 2018

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.08446

Recommendations

• Hybrid Monte Carlo methods for sampling probability measures on submanifolds
• Optimal Monte Carlo integration on closed manifolds
• MCMC methods for sampling function space
• Sampling from a Manifold
• Geodesic Monte Carlo on embedded manifolds
• Data-driven probability concentration and sampling on manifold
• Sampling from manifold-restricted distributions using tangent bundle projections
• Density estimation on manifolds with boundary
• The sample mean Monte Carlo method for approximate integral using measure theory
• Monte Carlo sampling for stochastic weight functions

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cited In (24)

• An algorithm for estimating non-convex volumes and other integrals in \(n\) dimensions
• Ergodic SDEs on submanifolds and related numerical sampling schemes
• Catastrophe in elastic tensegrity frameworks
• Calculating the symmetry number of flexible sphere clusters
• Nonparametric Bayes subject to overidentified moment conditions
• Coulomb gases under constraint: some theoretical and numerical results
• Random points on an algebraic manifold
• Normal-bundle bootstrap
• Sticky Brownian Motion and Its Numerical Solution
• A uniformly accurate scheme for the numerical integration of penalized Langevin dynamics
• Data-driven probability concentration and sampling on manifold
• Measure estimation on manifolds: an optimal transport approach
• Randomized time Riemannian manifold Hamiltonian Monte Carlo
• Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds
• Computing the Hausdorff boundary measure of semialgebraic sets
• Hybrid Monte Carlo methods for sampling probability measures on submanifolds
• Sampling from manifold-restricted distributions using tangent bundle projections
• Correction to: ``Hybrid Monte Carlo methods for sampling probability measures on submanifolds
• Variance-covariance from a metropolis chain on a curved, singular manifold
• Dimension‐independent Markov chain Monte Carlo on the sphere
• Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024
• Sampling from a Manifold
• Nonreversible sampling schemes on submanifolds
• Monte Carlo on manifolds: sampling densities and integrating functions

This page was built for publication: Monte Carlo on Manifolds: Sampling Densities and Integrating Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4562008)