no code implementations • 1 Dec 2021 • Theodore Papamarkou, Alexey Lindo
Probability-generating function (PGF) kernels are introduced, which constitute a class of kernels supported on the unit hypersphere, for the purposes of spherical data analysis.
3 code implementations • 29 Aug 2016 • Theodore Papamarkou, Alexey Lindo, Eric B. Ford
This paper analyzes the computational complexity of manifold Langevin Monte Carlo and proposes a geometric adaptive Monte Carlo sampler aimed at balancing the benefits of exploiting local geometry with computational cost to achieve a high effective sample size for a given computational cost.