Sequential Monte Carlo Sampling of Feasible Regions Represented by R-Functions

DOI10.48550/ARXIV.2610.31042MaRDI QIDQ7401819arXivFDO

Authors Sinan Yıldırım, Sergei Kucherenko

Publication date 22 October 2026

Published in arXiv

Tldr This paper combines R-functions encoding compound feasibility with Sequential Monte Carlo samplers to efficiently sample from small feasible regions. The resulting method exploits continuous negative values of the R-function, improving particle concentration and variance reduction over direct rejection sampling and a comparable region-only SMC construction.

Full work available at URL https://doi.org/10.48550/ARXIV.2610.31042

arXiv classification

math.NAstat.CO

Cites work

• An Invitation to Sequential Monte Carlo Samplers
• Estimation of small failure probabilities in high dimensions by subset simulation
• Exponential convergence of Langevin distributions and their discrete approximations
• Identification of Feasible Regions Using R-Functions
• MCMC using Hamiltonian dynamics
• Semi-analytic geometry with R-functions
• Sequential Monte Carlo Samplers

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