Hit-and-run from a corner

DOI10.1145/1007352.1007403MaRDI QIDQ3580977zbMATH OpenOpenAlexFDO

Authors Santosh S. Vempala, László Lovász

Publication date 15 August 2010

Published in Proceedings of the thirty-sixth annual ACM symposium on Theory of computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1007352.1007403

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Analysis of algorithms and problem complexity (68Q25)

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• Efficient Markov chain Monte Carlo methods for decoding neural spike trains
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• Lower Bounds for Hit-and-Run Direct Search
• Using histograms to better answer queries to probabilistic logic programs
• Hit-and-Run from a Corner
• On the mixing time of coordinate Hit-and-Run
• Complexity results for MCMC derived from quantitative bounds
• Finite-sample complexity of sequential Monte Carlo estimators
• On the choice of the non-trainable internal weights in random feature maps for forecasting chaotic dynamical systems
• Accelerated convergence in Hit-and-Run Monte Carlo and a coordinate-free randomized Kaczmarz algorithm
• Spectral gap bounds for reversible hybrid Gibbs chains
• Unadjusted Langevin algorithm for non-convex weakly smooth potentials
• On mixing rates for Bayesian CART
• On the _0 isoperimetric coefficient for measurable sets
• Fast mixing of data augmentation algorithms: Bayesian probit, logit and Lasso regression

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