Hit and run as a unifying device

zbMATH Open1441.60002MaRDI QIDQ2197359FDOQ2197359

Authors: Hans C. Andersen, Persi Diaconis 

Publication date: 31 August 2020

Published in: Journal de la Société Française de Statistique \& Revue de Statistique Appliquée (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item/JSFS_2007__148_4_5_0

Recommendations

• Convergence properties of hit–and–run samplers
• Comparison of hit-and-run, slice sampler and random walk Metropolis
• Hit-and-Run Algorithms for Generating Multivariate Distributions
• An analysis of a variation of hit-and-run for uniform sampling from general regions
• Positivity of hit-and-run and related algorithms

zbMATH Keywords

data augmentationauxiliary variablesMarkov chain Monte Carlo algorithmsBurnside processhit and runSwedsen-Wang algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Monte Carlo methods (65C05) Contingency tables (62H17) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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Cited In (16)

• A non-local random walk on the hypercube
• Fast mixing of a randomized shift-register Markov chain
• Markov Bases: A 25 Year Update
• Statistics of the two star ERGM
• Comparison of hit-and-run, slice sampler and random walk Metropolis
• Correction to: ``Speeding up Markov chains with deterministic jumps
• Pattern hit-and-run for sampling efficiently on polytopes
• Measuring exposure to dependence risk with random Bernstein copula scenarios
• Convergence of Gibbs sampling: coordinate hit-and-run mixes fast
• New Stick Number Bounds from Random Sampling of Confined Polygons
• Mixing times for the commuting chain on CA groups
• A generalization of the Solis-Wets method
• Hahn polynomials and the Burnside process
• A Hit‐and‐Run approach for generating scale invariant Small World networks
• Speeding up Markov chains with deterministic jumps
• Hit and run ARMS: adaptive rejection Metropolis sampling with hit and run random direction

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