Search Results for author: James A. Brofos

Found 5 papers, 1 papers with code

Geometric Ergodicity in Modified Variations of Riemannian Manifold and Lagrangian Monte Carlo

no code implementations4 Jan 2023 James A. Brofos, Vivekananda Roy, Roy R. Lederman

Unlike Euclidean Hamiltonian Monte Carlo (EHMC) and the Metropolis-adjusted Langevin algorithm (MALA), the geometric ergodicity of these Riemannian algorithms has not been extensively studied.

Bayesian Inference

Magnetic Manifold Hamiltonian Monte Carlo

no code implementations15 Oct 2020 James A. Brofos, Roy R. Lederman

We introduce magnetic manifold HMC, an HMC algorithm on embedded manifolds motivated by the physics of particles constrained to a manifold and moving under magnetic field forces.

Non-Canonical Hamiltonian Monte Carlo

no code implementations18 Aug 2020 James A. Brofos, Roy R. Lederman

Hamiltonian Monte Carlo is typically based on the assumption of an underlying canonical symplectic structure.

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