Posterior Integration on an Embedded Riemannian Manifold

12/05/2017

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by   Chris J. Oates, et al.

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This note extends the posterior integration method of Oates et al. (2016, 2017) to the case where the posterior is supported on an embedded Riemannian manifold. In contrast to the original Euclidean case, where certain boundary conditions are required, no boundary conditions are needed for a closed manifold. The important case of the 2-sphere is explored in detail.