Implicit Manifold-valued Diffusions (IMDs) are data-driven SDEs built from proximity graphs that converge in law to smooth manifold diffusions as sample count increases.
Global convergence of langevin dynamics based algorithms for nonconvex optimization.Advances in Neural Information Processing Systems, 31, 2018
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Diffusion Processes on Implicit Manifolds
Implicit Manifold-valued Diffusions (IMDs) are data-driven SDEs built from proximity graphs that converge in law to smooth manifold diffusions as sample count increases.