Matches in SemOpenAlex for { <https://semopenalex.org/work/W4289762492> ?p ?o ?g. }
Showing items 1 to 73 of
73
with 100 items per page.
- W4289762492 abstract "Probability measures supported on submanifolds can be sampled by adding an extra momentum variable to the state of the system, and discretizing the associated Hamiltonian dynamics with some stochastic perturbation in the extra variable. In order to avoid biases in the invariant probability measures sampled by discretizations of these stochastically perturbed Hamiltonian dynamics, a Metropolis rejection procedure can be considered. The so-obtained scheme belongs to the class of generalized Hybrid Monte Carlo (GHMC) algorithms. We show here how to generalize to GHMC a procedure suggested by Goodman, Holmes-Cerfon and Zappa for Metropolis random walks on submanifolds, where a reverse projection check is performed to enforce the reversibility of the algorithm for large timesteps and hence avoid biases in the invariant measure. We also provide a full mathematical analysis of such procedures, as well as numerical experiments demonstrating the importance of the reverse projection check on simple toy examples." @default.
- W4289762492 created "2022-08-04" @default.
- W4289762492 creator A5015347592 @default.
- W4289762492 creator A5033331209 @default.
- W4289762492 creator A5041602248 @default.
- W4289762492 date "2018-07-06" @default.
- W4289762492 modified "2023-10-10" @default.
- W4289762492 title "Hybrid Monte Carlo methods for sampling probability measures on submanifolds" @default.
- W4289762492 doi "https://doi.org/10.48550/arxiv.1807.02356" @default.
- W4289762492 hasPublicationYear "2018" @default.
- W4289762492 type Work @default.
- W4289762492 citedByCount "0" @default.
- W4289762492 crossrefType "posted-content" @default.
- W4289762492 hasAuthorship W4289762492A5015347592 @default.
- W4289762492 hasAuthorship W4289762492A5033331209 @default.
- W4289762492 hasAuthorship W4289762492A5041602248 @default.
- W4289762492 hasBestOaLocation W42897624921 @default.
- W4289762492 hasConcept C105795698 @default.
- W4289762492 hasConcept C111350023 @default.
- W4289762492 hasConcept C121332964 @default.
- W4289762492 hasConcept C121864883 @default.
- W4289762492 hasConcept C122123141 @default.
- W4289762492 hasConcept C126255220 @default.
- W4289762492 hasConcept C130787639 @default.
- W4289762492 hasConcept C13153151 @default.
- W4289762492 hasConcept C134306372 @default.
- W4289762492 hasConcept C149441793 @default.
- W4289762492 hasConcept C177918212 @default.
- W4289762492 hasConcept C187192777 @default.
- W4289762492 hasConcept C190470478 @default.
- W4289762492 hasConcept C19499675 @default.
- W4289762492 hasConcept C21031990 @default.
- W4289762492 hasConcept C28826006 @default.
- W4289762492 hasConcept C33923547 @default.
- W4289762492 hasConcept C37914503 @default.
- W4289762492 hasConcept C62520636 @default.
- W4289762492 hasConcept C73000952 @default.
- W4289762492 hasConceptScore W4289762492C105795698 @default.
- W4289762492 hasConceptScore W4289762492C111350023 @default.
- W4289762492 hasConceptScore W4289762492C121332964 @default.
- W4289762492 hasConceptScore W4289762492C121864883 @default.
- W4289762492 hasConceptScore W4289762492C122123141 @default.
- W4289762492 hasConceptScore W4289762492C126255220 @default.
- W4289762492 hasConceptScore W4289762492C130787639 @default.
- W4289762492 hasConceptScore W4289762492C13153151 @default.
- W4289762492 hasConceptScore W4289762492C134306372 @default.
- W4289762492 hasConceptScore W4289762492C149441793 @default.
- W4289762492 hasConceptScore W4289762492C177918212 @default.
- W4289762492 hasConceptScore W4289762492C187192777 @default.
- W4289762492 hasConceptScore W4289762492C190470478 @default.
- W4289762492 hasConceptScore W4289762492C19499675 @default.
- W4289762492 hasConceptScore W4289762492C21031990 @default.
- W4289762492 hasConceptScore W4289762492C28826006 @default.
- W4289762492 hasConceptScore W4289762492C33923547 @default.
- W4289762492 hasConceptScore W4289762492C37914503 @default.
- W4289762492 hasConceptScore W4289762492C62520636 @default.
- W4289762492 hasConceptScore W4289762492C73000952 @default.
- W4289762492 hasLocation W42897624921 @default.
- W4289762492 hasOpenAccess W4289762492 @default.
- W4289762492 hasPrimaryLocation W42897624921 @default.
- W4289762492 hasRelatedWork W108928442 @default.
- W4289762492 hasRelatedWork W1964166689 @default.
- W4289762492 hasRelatedWork W1997601212 @default.
- W4289762492 hasRelatedWork W2064560771 @default.
- W4289762492 hasRelatedWork W2078644085 @default.
- W4289762492 hasRelatedWork W2080132440 @default.
- W4289762492 hasRelatedWork W2108651330 @default.
- W4289762492 hasRelatedWork W2141087256 @default.
- W4289762492 hasRelatedWork W2145793227 @default.
- W4289762492 hasRelatedWork W2460623814 @default.
- W4289762492 isParatext "false" @default.
- W4289762492 isRetracted "false" @default.
- W4289762492 workType "article" @default.