Sampling with Riemannian Hamiltonian Monte Carlo in a Constrained Space.
Yunbum KookYin Tat LeeRuoqi ShenSantosh S. VempalaPublished in: CoRR (2022)
Keyphrases
- monte carlo
- importance sampling
- markov chain
- adaptive sampling
- monte carlo simulation
- stochastic approximation
- markovian decision
- point processes
- monte carlo tree search
- temporal difference
- simulation study
- particle filter
- monte carlo methods
- shape space
- monte carlo method
- objective function
- geodesic distance
- riemannian metric
- variance reduction
- riemannian manifolds
- markov chain monte carlo
- lie group
- matrix inversion
- vector space
- low dimensional
- active learning
- search space