Hit-and-Run sampler: a globally reaching Markov chain sampler for generating arbitrary multivariate distributions

Winter Simulation Conference Proceedings

Volumn , Issue , 1996, Pages 260-264

  Smith, R L ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS;

HIT-AND-RUN SAMPLER;

COMPUTER SIMULATION;

EID: 0030414264     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (21)