An iterative algorithm for sampling from manifolds

Chang Han Rhee, Enlu Zhou, Peng Qiu

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Abstract

We develop an algorithm that generates samples from a given probability distribution on a manifold embedded in a Euclidean space based only on the ability to evaluate the mapping defined by the parametrization of the manifold. In particular, we do not assume the ability to evaluate the derivatives of the mapping and the ability to tell whether a given point in the ambient space belongs to the manifold or not. The new approach is useful when the manifold is analytically intractable and highly nonlinear - for example, in studying complex regulatory networks in systems biology where the mapping is typically defined by the solution of a system of ordinary differential equations.

Original languageEnglish (US)
Title of host publicationProceedings of the 2014 Winter Simulation Conference, WSC 2014
EditorsAndreas Tolk, Levent Yilmaz, Saikou Y. Diallo, Ilya O. Ryzhov
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages574-585
Number of pages12
ISBN (Electronic)9781479974863
DOIs
StatePublished - Jan 23 2015
Event2014 Winter Simulation Conference, WSC 2014 - Savannah, United States
Duration: Dec 7 2014Dec 10 2014

Publication series

NameProceedings - Winter Simulation Conference
Volume2015-January
ISSN (Print)0891-7736

Other

Other2014 Winter Simulation Conference, WSC 2014
CountryUnited States
CitySavannah
Period12/7/1412/10/14

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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