Sampling measures on submanifolds

Date: Thursday 25 May 2023

Abstract

Calculating averages with respect to probability measures on submanifolds is crucial in computational statistical mechanics. The simplest way to perform such sampling is to add soft constraints, which raises obvious numerical issues due to the introduction of stiffness in the sampling method. In this talk I will present an alternate sampling scheme which relies on the understanding of soft-constrained limits of diffusion processes.