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Correction to: Hybrid Monte Carlo methods for sampling probability measures on submanifolds
Numerische Mathematik ( IF 2.1 ) Pub Date : 2019-11-22 , DOI: 10.1007/s00211-019-01086-y
Tony Lelièvre , Mathias Rousset , Gabriel Stoltz

Shiva Darshan and Miranda Holmes–Cerfon (Courant Institute, NYU) pointed out a mistake in the projection functions to enforce the momentum constraint when rewriting the algorithm in Numerical Algorithm A of Section 3.1. Two different projection functions are actually needed, see indeed the formula for the Lagrange multiplier

中文翻译:

更正:用于对子流形进行采样概率度量的混合蒙特卡罗方法

Shiva Darshan 和 Miranda Holmes–Cerfon(纽约大学 Courant 研究所)指出,在 3.1 节的数值算法 A 中重写算法时,投影函数中存在一个错误,以强制执行动量约束。实际需要两个不同的投影函数,确实看拉格朗日乘数的公式
更新日期:2019-11-22
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