Computer Science Department, ENS, CNRS, PSL University; CMAP, CNRS, École polytechnique, Institut Polytechnique de Paris, 91120 Palaiseau, France
Maxence Noble, Valentin De Bortoli, Alain Durmus
Hamiltonian Monte Carlo;Riemannian manifold;self-concordant barrier;constrained sampling
Unbiased constrained sampling with Self-Concordant Barrier Hamiltonian Monte Carlo