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We study the Riemannian Langevin Algorithm for the problem of sampling from a distribution with density $\nu$ with respect to the natural measure on a manifold with metric $g$.
Brownian motion and riemannian geometry
Pei Hsu · 1988
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K David Elworthy and Xue-Mei Li · 1994
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Strong p-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds
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Interior-point polynomial algorithms in convex programming
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