Hit-and-run mixes fast
From MaRDI portal
Publication:1968791
Recommendations
Cited in
(83)- \(D\)-decomposition technique state-of-the-art
- The interacting-particle algorithm with dynamic heating and cooling
- On the best case performance of hit and run methods for detecting necessary constraints
- Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model
- 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
- Heuristics for selecting pair-wise elicitation questions in multiple criteria choice problems
- The mixing time of the Dikin walk in a polytope -- a simple proof
- Approximating the tail of the Anderson-Darling distribution
- Slow hit-and-run sampling
- A systematic approach for examining the impact of calibration uncertainty in disease modeling
- Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises
- Oracle lower bounds for stochastic gradient sampling algorithms
- Efficient computation of the stochastic behavior of partial sum processes
- Hit and run as a unifying device
- Research on probabilistic methods for control system design
- Dimensional reduction for latent scores modeling using recursive integration
- An empirical evaluation of a walk-relax-round heuristic for mixed integer convex programs
- On the computational complexity of MCMC-based estimators in large samples
- An empirical evaluation of walk-and-round heuristics for mixed integer linear programs
- Heat-bath random walks with Markov bases
- A Gibbs sampler on the \(n\)-simplex
- Analysis of convergence rates of some Gibbs samplers on continuous state spaces
- Generating a random collection of discrete joint probability distributions subject to partial information
- The symplectic geometry of closed equilateral random walks in 3-space
- Randomized interior point methods for sampling and optimization
- Faster mixing via average conductance
- Hit-and-run for numerical integration
- Multiobjective interacting particle algorithm for global optimization
- Random sampling: billiard walk algorithm
- Solving dynamic public insurance games with endogenous agent distributions: theory and computational approximation
- Exploring stochasticity and imprecise knowledge based on linear inequality constraints
- Elicitation of criteria importance weights through the Simos method: a robustness concern
- Asymptotic analysis of noisy fitness maximization, applied to metabolism \& growth
- A Fast and Practical Method to Estimate Volumes of Convex Polytopes
- Stochastic Billiards for Sampling from the Boundary of a Convex Set
- Hit-and-run from a corner
- Lower Bounds for Hit-and-Run Direct Search
- Convergence properties of hit–and–run samplers
- Computational results of an \(O^{\ast }(n^{4})\) volume algorithm
- Pattern hit-and-run for sampling efficiently on polytopes
- Fast MCMC sampling algorithms on polytopes
- The accessibility of convex bodies and derandomization of the hit and run algorithm
- Comparison of hit-and-run, slice sampler and random walk Metropolis
- An analysis of a variation of hit-and-run for uniform sampling from general regions
- Efficient sampling from time-varying log-concave distributions
- A generalized sampling approach for multilinear utility functions given partial preference information
- Fast mixing of Metropolized Hamiltonian Monte Carlo: benefits of multi-step gradients
- Multidimensional binary search for contextual decision-making
- Geodesic Walks in Polytopes
- scientific article; zbMATH DE number 7236423 (Why is no real title available?)
- Approximate spectral gaps for Markov chain mixing times in high dimensions
- Log-concave sampling: Metropolis-Hastings algorithms are fast
- Comparison of Lasserre's measure-based bounds for polynomial optimization to bounds obtained by simulated annealing
- Efficient Simulation of High Dimensional Gaussian Vectors
- Decision making with hierarchical credal sets
- Hit-and-Run Algorithms for Generating Multivariate Distributions
- Hit-and-Run from a Corner
- Rapidly mixing chain and perfect sampler for logarithmic separable concave distributions on simplex
- On the mixing time of coordinate Hit-and-Run
- Hit and Run Sampling from Tropically Convex Sets
- John’s walk
- 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 discrete and mixed hit-and-run for global optimization
- Approximating income inequality dynamics given incomplete information: an upturned Markov chain model
- Randomized methods based on new Monte Carlo schemes for control and optimization
- Using conical regularization in calculating Lagrangian estimates in quadratic optimization problems
- Analysis of Multiple-try Metropolis via Poincaré inequalities
- On the choice of the non-trainable internal weights in random feature maps for forecasting chaotic dynamical systems
- Monte-Carlo integration on a union of polytopes
- Accelerated convergence in Hit-and-Run Monte Carlo and a coordinate-free randomized Kaczmarz algorithm
- Spectral gap bounds for reversible hybrid Gibbs chains
- Resolving the mixing time of the Langevin algorithm to its stationary distribution for log-concave sampling
- Localization schemes: a framework for proving mixing bounds for Markov chains
- Novel matrix hit and run for sampling polytopes and its GPU implementation
- Integrated assessment of a robust Choquet integral preference model for efficient multicriteria decision support
- Sampling from convex sets with a cold start using multiscale decompositions
- Convergence of hybrid slice sampling via spectral gap
- On the generation of random stable polynomials
- In-and-out: algorithmic diffusion for sampling convex bodies
- Convergence of Gibbs sampling: coordinate hit-and-run mixes fast
This page was built for publication: Hit-and-run mixes fast
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1968791)
