Hit-and-Run for Numerical Integration
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Publication:2926241
DOI10.1007/978-3-642-41095-6_31zbMath1302.65019arXiv1212.4486OpenAlexW1535598240MaRDI QIDQ2926241
Publication date: 31 October 2014
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.4486
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
Related Items (3)
Comparison of hit-and-run, slice sampler and random walk Metropolis ⋮ Fast multivariate log-concave density estimation ⋮ Computation of Expectations by Markov Chain Monte Carlo Methods
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