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• W2783591640 abstract "The geodesic Markov chain Monte Carlo method and its variants enable computation of integrals with respect to a posterior supported on a manifold. However, for regular integrals, the convergence rate of the ergodic average will be sub-optimal. To fill this gap, this paper extends the efficient posterior integration method of Oates et al. (2017) to the case of a Riemannian manifold. In contrast to the original Euclidean case, no non-trivial boundary conditions are needed for a closed manifold. The method is assessed through simulation and deployed to compute posterior integrals for an Australian Mesozoic paleomagnetic pole model, whose parameters are constrained to lie on the manifold $M = mathbb{S}^2 times mathbb{R}_+$." @default.
• W2783591640 created "2018-01-26" @default.
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• W2783591640 date "2017-12-05" @default.
• W2783591640 modified "2023-09-27" @default.
• W2783591640 title "Posterior Integration on a Riemannian Manifold" @default.
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