Pattern Hit-and-Run (PHR) is a Markov chain Monte Carlo sampler for a target distribution that was originally designed for general sets embedded in a box.
Pattern Hit-and-Run (PHR) is a Markov chain Monte Carlo sampler for a target distribution that was originally designed for general sets embedded in a box.
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Apr 16, 2021 · This work presents an algorithm we call Matrix Hit and Run (MHAR) for sampling full and non-full dimensional polytopes.
Missing: Pattern | Show results with:Pattern
Jul 6, 2021 · In particular, we will compare volesti with: hitandrun , a package that uses Hit-and-Run algorithm to sample uniformly from a convex polytope.
We apply two Markov Chain Monte Carlo techniques for sampling in the convex polytope: Hit-and-run and Vaidya Walk. The samples (X0,...,Xn) generated by ...
Jan 23, 2016 · Hit-and-run is a Markov chain Monte Carlo (MCMC) sampling technique that iteratively generates a sequence of points in a set by taking steps of random length ...
Abstract—This paper studies the problem of “isotropically rounding” a polytope K ⊆ Rn, that is, computing a linear transformation which makes the uniform ...
Apr 14, 2021 · We propose and analyze a new Markov Chain Monte Carlo algorithm that generates a uniform sample over full and non-full dimensional polytopes.
Missing: Pattern efficiently
May 27, 2022 · The "Hit and Run" method generates a Markov Chain whose stable state converges on the uniform distribution over a convex polytope defined by a ...
Missing: Pattern | Show results with:Pattern
Jul 30, 2021 · The most efficient sampling method relies on a rounding transform of the constraint polytope, but no available rounding implementation can round ...