Efficient Random Walks on Riemannian Manifolds
Efficient Random Walks on Riemannian Manifolds
Abstract According to a version of Donsker’s theorem, geodesic random walks on Riemannian manifolds converge to the respective Brownian motion. From a computational perspective, however, evaluating geodesics can be quite costly. We therefore introduce approximate geodesic random walks based on the concept of retractions. We show that these approximate walks …