Hit-and-Run Algorithms for Generating Multivariate Distributions
From MaRDI portal
Publication:5287980
DOI10.1287/moor.18.2.255zbMath0771.60052OpenAlexW2031715986MaRDI QIDQ5287980
Robert L. Smith, Claude Bélisle, H. Edwin Romeijn
Publication date: 5 August 1993
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2027.42/3513
Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
Related Items
Rapid mixing of geodesic walks on manifolds with positive curvature, Improving hit-and-run for global optimization, Simulated annealing for constrained global optimization, Oracle lower bounds for stochastic gradient sampling algorithms, Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference, Nonlinear renewal theory for Markov random walks, A Fast and Practical Method to Estimate Volumes of Convex Polytopes, Exploring stochasticity and imprecise knowledge based on linear inequality constraints, Efficient unconstrained black box optimization, Unnamed Item, General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals, Simulated annealing for convex optimization: rigorous complexity analysis and practical perspectives, Derivative-free optimization: a review of algorithms and comparison of software implementations, Hit-and-Run for Numerical Integration, Computing and estimating the volume of the solution space of SMT(LA) constraints, Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization, A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors, Deterministic global derivative-free optimization of black-box problems with bounded Hessian, Efficient computation of the stochastic behavior of partial sum processes, Customer satisfaction in the presence of imperfect knowledge of data, Approximating Joint Probability Distributions Given Partial Information, Hit and run as a unifying device, GPU parameter tuning for tall and skinny dense linear least squares problems, Exploiting sparsity for semi-algebraic set volume computation, An optimal scaling to computationally tractable dimensionless models: study of latex particles morphology formation, Comparison of hit-and-run, slice sampler and random walk Metropolis, Pattern discrete and mixed hit-and-run for global optimization, Slow hit-and-run sampling, Black-Box Optimization: Methods and Applications, Unnamed Item, A parallel evolutionary multiple-try Metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions, Hybrid schemes for exact conditional inference in discrete exponential families, A Generalized Sampling Approach for Multilinear Utility Functions Given Partial Preference Information, Algebraic algorithms for sampling from conditional distributions, Neighborhood search approaches to beam orientation optimization in intensity modulated radiation therapy treatment planning, Efficient Simulation of High Dimensional Gaussian Vectors, A Markov chain Monte Carlo procedure to generate revealed preference consistent datasets, A Bayesian approach to continuous type principal-agent problems, A coherent approach to Bayesian data envelopment analysis, A Supervised Learning Approach Involving Active Subspaces for an Efficient Genetic Algorithm in High-Dimensional Optimization Problems, Slow convergence of the Gibbs sampler