Hybrid Monte Carlo methods for sampling probability measures on submanifolds.
Tony LelièvreMathias RoussetGabriel StoltzPublished in: Numerische Mathematik (2019)
Keyphrases
- monte carlo methods
- probability measures
- monte carlo
- stochastic process
- metric space
- markov chain
- bayesian networks
- low dimensional
- conditional probabilities
- simulated annealing
- probability measure
- belief functions
- random sampling
- stochastic processes
- hilbert space
- particle filter
- sample size
- stochastic model
- principal component analysis
- least squares