Irreversible Langevin MCMC on Lie Groups.

Alexis Arnaudon Alessandro Barp So Takao

Published in: GSI (2019)

Keyphrases

lie group
infinite dimensional
vector field
parameter space
linear transformation
euclidean space
vector space
mean shift
posterior distribution
riemannian manifolds
covariance matrices
geometric structure
finite dimensional
rigid motion
tensor field