Sampling from log-concave distributions

DOI10.1214/aoap/1177004973zbMath0813.60060WikidataQ57401586 ScholiaQ57401586MaRDI QIDQ1336592

Nick Polson, Ravindran Kannan, Alan M. Frieze

Publication date: 30 May 1995

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177004973

zbMATH Keywords

sampling; Monte Carlo method; Markov chain; log-concavity; convergence of the distribution

Mathematics Subject Classification ID

68Q25: Analysis of algorithms and problem complexity

65C05: Monte Carlo methods

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

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