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

DOI10.1145/1921598.1921600MaRDI QIDQ4635178zbMATH OpenOpenAlexFDO

Authors 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)

Recommendations

• Convergence properties of hit–and–run samplers
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Cited in

(17)

• Hit and run ARMS: adaptive rejection Metropolis sampling with hit and run random direction
• Dimensional reduction for latent scores modeling using recursive integration
• Some rapidly mixing hit-and-run samplers for latent counts in linear inverse problems
• Comparison of hit-and-run, slice sampler and random walk Metropolis
• Uniform distributions and random variate generation over generalized \(l_p\) balls and spheres
• Pattern hit-and-run for sampling efficiently on polytopes
• Nested sampling methods
• Notes on ``Hit-and-run enables efficient weight generation for simulation-based multiple criteria decision analysis
• Convergence of hybrid slice sampling via spectral gap
• Convergence of Gibbs sampling: coordinate hit-and-run mixes fast
• Hit-and-run mixes fast
• Rank constrained distribution and moment computations
• Discrete hit-and-run for sampling points from arbitrary distributions over subsets of integer hyperrectangles
• A Markov chain Monte Carlo procedure to generate revealed preference consistent datasets
• Hit and run as a unifying device
• Efficient computation of the stochastic behavior of partial sum processes
• Monte-Carlo integration on a union of polytopes

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