An analysis of a variation of hit-and-run for uniform sampling from general regions

DOI10.1145/1921598.1921600zbMath1386.65020OpenAlexW2033491515MaRDI QIDQ4635178

Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zabinsky

Publication date: 16 April 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1921598.1921600

zbMATH Keywords

Markov chain Monte Carlo methodshit-and-run algorithmuniform sampling from a convex body

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

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