no code implementations • 8 Sep 2023 • Tianmin Yu, Shixin Zheng, Jianfeng Lu, Govind Menon, Xiangxiong Zhang
This paper introduces two explicit schemes to sample matrices from Gibbs distributions on $\mathcal S^{n, p}_+$, the manifold of real positive semi-definite (PSD) matrices of size $n\times n$ and rank $p$.
