Sampling and Estimation on Manifolds using the Langevin Diffusion
(2025)
Journal Article
Bharath, K., Lewis, A., Sharma, A., & Tretyakov, M. V. (in press). Sampling and Estimation on Manifolds using the Langevin Diffusion. Journal of Machine Learning Research,
Error bounds are derived for sampling and estimation using a discretization of an intrin-sically defined Langevin diffusion with invariant measure dµ ϕ ∝ e −ϕ dvol g on a compact Riemannian manifold. Two estimators of linear functionals of µ ϕ based... Read More about Sampling and Estimation on Manifolds using the Langevin Diffusion.