English

A Stable Manifold MCMC Method for High Dimensions

Methodology 2014-04-01 v1

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.

Keywords

Cite

@article{arxiv.1403.7711,
  title  = {A Stable Manifold MCMC Method for High Dimensions},
  author = {Alexandros Beskos},
  journal= {arXiv preprint arXiv:1403.7711},
  year   = {2014}
}
R2 v1 2026-06-22T03:38:13.237Z