Multiple projection Markov chain Monte Carlo algorithms on submanifolds

DOI10.1093/IMANUM/DRAC006OpenAlexW4210307447MaRDI QIDQ5887487FDOQ5887487

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 (5)

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

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