Sequential parallel Metropolis-adjusted Langevin algorithm on matrix Lie groups

DOI10.1007/978-3-032-03924-8_30MaRDI QIDQ6847205zbMATH OpenFDO

Authors Enzo Lopez, Karim Dahia, Nicolas Merlinge, Bénédicte Winter-Bonnet, Alain Maschiella, C. Musso

Publication date 9 March 2026

Full work available at URL https://doi.org/10.1007/978-3-032-03924-8_30

zbMATH Keywords

Langevin dynamicsLie groupsMarkov chain Monte Carlo

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) General theory of numerical analysis in abstract spaces (65J05)

Cites work

• Information-geometric Markov chain Monte Carlo methods using diffusions
• Recursive posterior Cramér-Rao lower bound on Lie groups

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