Sampling From A Manifold

نویسندگان

  • Persi Diaconis
  • Susan Holmes
  • Mehrdad Shahshahani
چکیده

A variety of inferential tasks require drawing samples from a probability distribution on a manifold. This occurs in sampling from the posterior distribution on constrained parameter spaces (eg covariance matrices), in testing goodness of fit for exponential families conditional on sufficient statistics (eg the sum and product of the observations in a Gamma family), and in generating data to test algorithms in tolopogical statistics. In our applications, we found that examples involved domains with corners and non smooth functions (eg max(|x1|, |x2|, . . . , |xn|)). We found a useful set of tools in geometric measure theory. One of our goals is to explain and illustrate this in the usual language of probability and statistics. To introduce the subject, consider the following two examples, used as illustrations throughout.

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تاریخ انتشار 2011