Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Irreversible Langevin MCMC on Lie Groups   It is well-known that irreversible MCMC algorithms converge faster to their
stationary distributions than reversible ones. Using the special geometric
structure of Lie groups $\mathcal G$ and dissipation fields compatible with the
symplectic structure, we construct an irreversible HMC-like MCMC algorithm on
$\mathcal G$, where we first update the momentum by solving an OU process on
the corresponding Lie algebra $\mathfrak g$, and then approximate the
Hamiltonian system on $\mathcal G \times \mathfrak g$ with a reversible
symplectic integrator followed by a Metropolis-Hastings correction step. In
particular, when the OU process is simulated over sufficiently long times, we
recover HMC as a special case. We illustrate this algorithm numerically using
the example $\mathcal G = SO(3)$.

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The categories of this paper are: plasm-ph
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The categories of this paper are: hep-ph
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The categories of this paper are: adap-org
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The categories of this paper are: cmp-lg
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The categories of this paper are: eess
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The categories of this paper are: ao-sci
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The categories of this paper are: quant-ph
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The categories of this paper are: hep-th
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The categories of this paper are: chem-ph
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The categories of this paper are: physics
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The categories of this paper are: funct-an
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The categories of this paper are: supr-con
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The categories of this paper are: nlin
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The categories of this paper are: acc-phys
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The categories of this paper are: atom-ph
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The categories of this paper are: dg-ga