A Stable Manifold MCMC Method for High Dimensions

2014/03/30 by Alexandros Beskos, Beskos, Alexandros
Chemistry · Mathematics · Physics and Astronomy · #FOS: Computer and information sciences #Markov Chains and Monte Carlo Methods #Mass Spectrometry Techniques and Applications #Methodology (stat.ME) #Quantum chaos and dynamical systems

paper · pdf · doi:10.48550/arxiv.1403.7711

openalex publication_date 2014/03/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We combine two important recent advancements of MCMC algorithms: first, methods utilizing the intrinsic manifold structure of the parameter space; then, algorithms effective for targets in infinite-dimensions with the critical property that their mixing time is robust to mesh refinement.

Citations

• Bayesian Inference for partially observed SDEs Driven by Fractional Brownian Motion

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