Hit-and-run mixes fast
From MaRDI portal
Publication:1968791
DOI10.1007/s101070050099zbMath0946.90116OpenAlexW2063986634MaRDI QIDQ1968791
Publication date: 21 March 2000
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s101070050099
Related Items
On the mixing time of coordinate Hit-and-Run, Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model, Solving dynamic public insurance games with endogenous agent distributions: theory and computational approximation, Oracle lower bounds for stochastic gradient sampling algorithms, A Fast and Practical Method to Estimate Volumes of Convex Polytopes, Exploring stochasticity and imprecise knowledge based on linear inequality constraints, Elicitation of criteria importance weights through the Simos method: a robustness concern, Unnamed Item, Stochastic Billiards for Sampling from the Boundary of a Convex Set, On the computational complexity of MCMC-based estimators in large samples, An empirical evaluation of walk-and-round heuristics for mixed integer linear programs, Geodesic Walks in Polytopes, Rank constrained distribution and moment computations, Computing and estimating the volume of the solution space of SMT(LA) constraints, On the mixing time of Kac's walk and other high-dimensional Gibbs samplers with constraints, Unnamed Item, Heat-bath random walks with Markov bases, Multiobjective Interacting Particle Algorithm for Global Optimization, Approximating the tail of the Anderson-Darling distribution, Hit and Run Sampling from Tropically Convex Sets, Efficient computation of the stochastic behavior of partial sum processes, Heuristics for selecting pair-wise elicitation questions in multiple criteria choice problems, John’s walk, Hit and run as a unifying device, Computational results of an \(O^{\ast }(n^{4})\) volume algorithm, Convergence of Gibbs sampling: coordinate hit-and-run mixes fast, On the generation of metric TSP instances with a large integrality gap by branch-and-cut, Pattern hit-and-run for sampling efficiently on polytopes, Comparison of hit-and-run, slice sampler and random walk Metropolis, Pattern discrete and mixed hit-and-run for global optimization, A Gibbs sampler on the \(n\)-simplex, Analysis of convergence rates of some Gibbs samplers on continuous state spaces, Slow hit-and-run sampling, Randomized methods based on new Monte Carlo schemes for control and optimization, Asymptotic analysis of noisy fitness maximization, applied to metabolism & growth, Approximate Spectral Gaps for Markov Chain Mixing Times in High Dimensions, A systematic approach for examining the impact of calibration uncertainty in disease modeling, Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems, The mixing time of the Dikin walk in a polytope -- a simple proof, Unnamed Item, Research on probabilistic methods for control system design, On the generation of random stable polynomials, A Generalized Sampling Approach for Multilinear Utility Functions Given Partial Preference Information, Generating a random collection of discrete joint probability distributions subject to partial information, \(D\)-decomposition technique state-of-the-art, Unnamed Item, Comparison of Lasserre’s Measure-Based Bounds for Polynomial Optimization to Bounds Obtained by Simulated Annealing, Efficient Simulation of High Dimensional Gaussian Vectors, Multidimensional Binary Search for Contextual Decision-Making, Decision Making with Hierarchical Credal Sets, The interacting-particle algorithm with dynamic heating and cooling, Dimensional reduction for latent scores modeling using recursive integration, Book Review: Geometry of isotropic convex bodies, Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises, Unnamed Item, An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs, The symplectic geometry of closed equilateral random walks in 3-space, Randomized interior point methods for sampling and optimization
