Riemann manifold langevin and hamiltonian monte carlo methods

M Girolami, B Calderhead - … the Royal Statistical Society Series B …, 2011 - academic.oup.com
The paper proposes Metropolis adjusted Langevin and Hamiltonian Monte Carlo sampling
methods defined on the Riemann manifold to resolve the shortcomings of existing Monte …

Geometry in statistics

PW Vos, P Marriott - Wiley Interdisciplinary Reviews …, 2010 - Wiley Online Library
Geometry is a broad area that has applications to many areas of statistics. In this article the
focus will be on the role of dual information geometries to statistical inference. A great deal …

Local Mixture Model in Hilbert Space

H Zhiyue - 2010 - uwspace.uwaterloo.ca
In this thesis, we study local mixture models with a Hilbert space structure. First, we consider
the fibre bundle structure of local mixture models in a Hilbert space. Next, the spectral …