A general framework for approximate sampling with an application to generating points on the boundary of bounded convex regions

DOI10.1111/1467-9574.00067zbMath0961.60503OpenAlexW2149263910MaRDI QIDQ4259393

H. Edwin Romeijn

Publication date: 17 May 2001

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00067

zbMATH Keywords

simulationrandom variable generation

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Random number generation in numerical analysis (65C10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (4)

Stochastic billiards on general tables ⋮ Stochastic Billiards for Sampling from the Boundary of a Convex Set ⋮ A robust method for nonlinear parameter estimation illustrated on a toxicological model ⋮ Billiards in a general domain with random reflections

Uses Software

• simannf90

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