Efficient Sampling on Riemannian Manifolds via Langevin MCMC

Xiang Cheng, Jingzhao Zhang, Suvrit Sra

We study the task of efficiently sampling from a Gibbs distribution $d{\pi }^{\ast }=e^{-h}d{vol}_g$ over a Riemannian manifold $M$ via (geometric) Langevin MCMC; this algorithm involves…