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Geodesic Lagrangian Monte Carlo over the space of positive definite
  matrices: with application to Bayesian spectral density estimation

Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation

24 December 2016
Andrew J Holbrook
Shiwei Lan
A. Vandenberg-Rodes
B. Shahbaba
ArXivPDFHTML

Papers citing "Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation"

4 / 4 papers shown
Title
Sampling Constrained Continuous Probability Distributions: A Review
Sampling Constrained Continuous Probability Distributions: A Review
Shiwei Lan
Lulu Kang
13
5
0
26 Sep 2022
Geometric Methods for Sampling, Optimisation, Inference and Adaptive
  Agents
Geometric Methods for Sampling, Optimisation, Inference and Adaptive Agents
Alessandro Barp
Lancelot Da Costa
G. Francca
Karl J. Friston
Mark Girolami
Michael I. Jordan
G. Pavliotis
28
25
0
20 Mar 2022
A Unifying and Canonical Description of Measure-Preserving Diffusions
A Unifying and Canonical Description of Measure-Preserving Diffusions
Alessandro Barp
So Takao
M. Betancourt
Alexis Arnaudon
Mark Girolami
20
17
0
06 May 2021
MCMC using Hamiltonian dynamics
MCMC using Hamiltonian dynamics
Radford M. Neal
185
3,262
0
09 Jun 2012
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