2 papers
math.ST2026
Optimal scaling and curvature correction for constrained MCMC on spheres
Nayef Shkeir, Tobias Grafke
Sampling Gaussian measures restricted to nonlinear manifolds in high dimensions requires a proposal kernel that respects both geometric constraints and dimensional scaling requirem…
math.NA2024
Exponential time differencing for matrix-valued dynamical systems
Nayef Shkeir, Tobias Grafke
Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or…