An analysis of a variation of hit-and-run for uniform sampling from general regions

ACM Transactions on Modeling and Computer Simulation

Volumn 21, Issue 3, 2011, Pages

  Kiatsupaibul, Seksan ^a   Smith, Robert L ^b   Zabinsky, Zelda B ^c  

^a CHULALONGKORN UNIVERSITY   (Thailand)

^b UNIVERSITY OF MICHIGAN   (United States)

^c UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Hit and run algorithm; Markov chain Monte Carlo; Uniform sampling from a convex body

Indexed keywords

ACCEPTANCE/REJECTION; COMPUTATIONAL STUDIES; CONVEX BODY; HIT-AND-RUN ALGORITHM; HYPERRECTANGLES; LINEAR SCALING; LOW-ORDER POLYNOMIALS; MARKOV CHAIN MONTE CARLO; MIXING ANALYSIS; MULTIVARIATE DISTRIBUTIONS; RATE OF CONVERGENCE; UNIFORM DISTRIBUTION; UNIFORM SAMPLING; UNIFORM SAMPLING FROM A CONVEX BODY;

ALGORITHMS; APPROXIMATION THEORY; MARKOV PROCESSES; MONTE CARLO METHODS; ONE DIMENSIONAL;

SAMPLING;

EID: 79952557210     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/1921598.1921600     Document Type: Article

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