Monte Carlo Simulation on the Stiefel Manifold via Polar Expansion.
Michael JauchPeter D. HoffDavid B. DunsonPublished in: J. Comput. Graph. Stat. (2021)
Keyphrases
- monte carlo simulation
- euclidean space
- markov chain
- monte carlo
- riemannian manifolds
- low dimensional
- rotation invariant
- geodesic distance
- metric space
- additive model
- shape analysis
- fourier transform
- high dimensional
- fisher information
- vector space
- similarity measure
- image set
- parameter space
- euclidean distance
- polar coordinates
- fourier analysis
- tangent space
- learning algorithm