Pages that link to "Item:Q5287980"

The following pages link to Hit-and-Run Algorithms for Generating Multivariate Distributions (Q5287980):

Displaying 41 items.

• Exploring stochasticity and imprecise knowledge based on linear inequality constraints (Q314508) (← links)
• Pattern discrete and mixed hit-and-run for global optimization (Q645554) (← links)
• Neighborhood search approaches to beam orientation optimization in intensity modulated radiation therapy treatment planning (Q1016076) (← links)
• Simulated annealing for constrained global optimization (Q1337127) (← links)
• Nonlinear renewal theory for Markov random walks (Q1343594) (← links)
• General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals (Q1360109) (← links)
• Rapid mixing of geodesic walks on manifolds with positive curvature (Q1617133) (← links)
• Computing and estimating the volume of the solution space of SMT(LA) constraints (Q1659994) (← links)
• Hybrid schemes for exact conditional inference in discrete exponential families (Q1786901) (← links)
• Algebraic algorithms for sampling from conditional distributions (Q1807063) (← links)
• Slow hit-and-run sampling (Q1975350) (← links)
• A parallel evolutionary multiple-try Metropolis Markov chain Monte Carlo algorithm for sampling spatial partitions (Q2029093) (← links)
• A Markov chain Monte Carlo procedure to generate revealed preference consistent datasets (Q2057250) (← links)
• Oracle lower bounds for stochastic gradient sampling algorithms (Q2137007) (← links)
• Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference (Q2137043) (← links)
• Efficient unconstrained black box optimization (Q2146451) (← links)
• Simulated annealing for convex optimization: rigorous complexity analysis and practical perspectives (Q2156386) (← links)
• A positive-definiteness-assured block Gibbs sampler for Bayesian graphical models with shrinkage priors (Q2166027) (← links)
• Deterministic global derivative-free optimization of black-box problems with bounded Hessian (Q2182783) (← links)
• Efficient computation of the stochastic behavior of partial sum processes (Q2184415) (← links)
• Hit and run as a unifying device (Q2197359) (← links)
• A Bayesian approach to continuous type principal-agent problems (Q2327651) (← links)
• A coherent approach to Bayesian data envelopment analysis (Q2333021) (← links)
• Improving hit-and-run for global optimization (Q2366968) (← links)
• Derivative-free optimization: a review of algorithms and comparison of software implementations (Q2392129) (← links)
• Exploiting sparsity for semi-algebraic set volume computation (Q2696572) (← links)
• An optimal scaling to computationally tractable dimensionless models: study of latex particles morphology formation (Q2698802) (← links)
• Hit-and-Run for Numerical Integration (Q2926241) (← links)
• Approximating Joint Probability Distributions Given Partial Information (Q2960223) (← links)
• A Fast and Practical Method to Estimate Volumes of Convex Polytopes (Q3452552) (← links)
• Slow convergence of the Gibbs sampler (Q4243790) (← links)
• (Q4558208) (← links)
• Comparison of hit-and-run, slice sampler and random walk Metropolis (Q4611278) (← links)
• A Generalized Sampling Approach for Multilinear Utility Functions Given Partial Preference Information (Q4691976) (← links)
• A Supervised Learning Approach Involving Active Subspaces for an Efficient Genetic Algorithm in High-Dimensional Optimization Problems (Q5005000) (← links)
• Complexity Analysis of a Sampling-Based Interior Point Method for Convex Optimization (Q5076724) (← links)
• GPU parameter tuning for tall and skinny dense linear least squares problems (Q5113719) (← links)
• Black-Box Optimization: Methods and Applications (Q5153493) (← links)
• (Q5214293) (← links)
• Efficient Simulation of High Dimensional Gaussian Vectors (Q5219708) (← links)
• Customer satisfaction in the presence of imperfect knowledge of data (Q6079909) (← links)