Discrete Hit-and-Run for Sampling Points from Arbitrary Distributions Over Subsets of Integer Hyperrectangles

DOI10.1287/opre.1080.0600zbMath1228.60081OpenAlexW2098504319MaRDI QIDQ3100380

Seksan Kiatsupaibul, Robert L. Smith, Yanfang Shen, Archis Ghate, Stephen Baumert, Zelda B. Zabinsky

Publication date: 24 November 2011

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.1080.0600

zbMATH Keywords

Markov chain Monte Carlorandom walk

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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