Multiple projection Markov chain Monte Carlo algorithms on submanifolds

DOI10.1093/IMANUM/DRAC006MaRDI QIDQ5887487OpenAlexFDO

Authors Tony Lelièvre, Gabriel Stoltz, Wei Zhang

Publication date 12 April 2023

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2003.09402

zbMATH Keywords

Markov chain Monte Carlosubmanifoldhybrid Monte Carloconstrained sampling

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cited in

(6)

• Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024
• Multiple projection MCMC algorithms on submanifolds
• Accelerating Markov chain Monte Carlo with active subspaces
• Estimation of statistics of transitions and Hill relation for Langevin dynamics
• Optimal Reaction Coordinates: Variational Characterization and Sparse Computation
• Correction to: ``Hybrid Monte Carlo methods for sampling probability measures on submanifolds

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