Hit-and-Run Algorithms for Generating Multivariate Distributions

DOI10.1287/MOOR.18.2.255zbMATH Open0771.60052OpenAlexW2031715986MaRDI QIDQ5287980FDOQ5287980

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

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zbMATH Keywords

reversibilityMonte Carlo methodshit-and-run algorithmsHarris recurrent reversible Markov chain

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)

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• Computing and estimating the volume of the solution space of SMT(LA) constraints
• A coherent approach to Bayesian data envelopment analysis
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• Hybrid schemes for exact conditional inference in discrete exponential families
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• A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors
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• A Markov chain Monte Carlo procedure to generate revealed preference consistent datasets
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• Improving hit-and-run for global optimization
• Deterministic global derivative-free optimization of black-box problems with bounded Hessian
• Approximating Joint Probability Distributions Given Partial Information
• Efficient computation of the stochastic behavior of partial sum processes
• A Hit‐and‐Run approach for generating scale invariant Small World networks
• Black-Box Optimization: Methods and Applications
• An optimal scaling to computationally tractable dimensionless models: study of latex particles morphology formation
• Exploiting sparsity for semi-algebraic set volume computation
• A Generalized Sampling Approach for Multilinear Utility Functions Given Partial Preference Information
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• A Fast and Practical Method to Estimate Volumes of Convex Polytopes
• Rapid mixing of geodesic walks on manifolds with positive curvature
• Efficient unconstrained black box optimization
• Efficient Simulation of High Dimensional Gaussian Vectors
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• Derivative-free optimization: a review of algorithms and comparison of software implementations
• Slow convergence of the Gibbs sampler

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