Hit-and-Run for Numerical Integration

DOI10.1007/978-3-642-41095-6_31zbMath1302.65019arXiv1212.4486OpenAlexW1535598240MaRDI QIDQ2926241

Daniel Rudolf

Publication date: 31 October 2014

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.4486

zbMATH Keywords

algorithmMarkov chain Monte Carlo methoderror boundintegration

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

Comparison of hit-and-run, slice sampler and random walk Metropolis ⋮ Fast multivariate log-concave density estimation ⋮ Computation of Expectations by Markov Chain Monte Carlo Methods

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