Randomized time Riemannian Manifold Hamiltonian Monte Carlo.
Peter A. WhalleyDaniel PaulinBenedict J. LeimkuhlerPublished in: Stat. Comput. (2024)
Keyphrases
- monte carlo
- riemannian manifolds
- euclidean space
- quasi monte carlo
- vector space
- markov chain
- mean shift
- feature space
- geodesic distance
- parameter space
- multi class classification
- geometric structure
- particle filter
- symmetric positive definite
- manifold learning
- metric space
- machine learning
- data points
- optimal strategy
- covariance matrices
- euclidean distance
- variance reduction
- optimal solution