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

DOI10.1145/1921598.1921600zbMATH Open1386.65020OpenAlexW2033491515MaRDI QIDQ4635178FDOQ4635178

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)

Cited In (8)

• Dimensional reduction for latent scores modeling using recursive integration
• Comparison of hit-and-run, slice sampler and random walk Metropolis
• Uniform distributions and random variate generation over generalized \(l_p\) balls and spheres
• Nested sampling methods
• Hit-and-run mixes fast
• Rank constrained distribution and moment computations
• A Markov chain Monte Carlo procedure to generate revealed preference consistent datasets
• Efficient computation of the stochastic behavior of partial sum processes

This page was built for publication: An analysis of a variation of hit-and-run for uniform sampling from general regions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4635178)