4 papers · 1 filter
Stochastic Nash evolution
Dominik Inauen, Govind Menon
This paper introduces a probabilistic formulation for the isometric embedding of a Riemannian manifold into Euclidean space . Given ,…
Scaling limits of branching Loewner evolutions and the Dyson superprocess
Vivian Olsiewski Healey, Govind Menon
This work introduces a construction of conformal processes that combines the theory of branching processes with chordal Loewner evolution. The main novelty lies in the choice of dr…
Siegel Brownian motion
Govind Menon, Tianmin Yu
We construct an analogue of Dyson Brownian motion in the Siegel half-space H that we term Siegel Brownian motion. Given βin (0,\infty], a stochastic flow for Z_t in H is introduced…
Riemannian Langevin Monte Carlo schemes for sampling PSD matrices with fixed rank
Tianmin Yu, Shixin Zheng, Jianfeng Lu +2
This paper introduces two explicit schemes to sample matrices from Gibbs distributions on , the manifold of real positive semi-definite (PSD) matrices of size $…