2 papers
stat.AP2022
Geometrically adapted Langevin dynamics for Markov chain Monte Carlo simulations
Mariya Mamajiwala, Debasish Roy, Serge Guillas
Markov Chain Monte Carlo (MCMC) is one of the most powerful methods to sample from a given probability distribution, of which the Metropolis Adjusted Langevin Algorithm (MALA) is a…
math-ph2020
Stochastic dynamical systems developed on Riemannian manifolds
Mariya Mamajiwala, Debasish Roy
We propose a method for developing the flows of stochastic dynamical systems, posed as Ito's stochastic differential equations, on a Riemannian manifold identified through a suitab…