Stochastic Billiards for Sampling from the Boundary of a Convex Set
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Stochastic Billiards for Sampling from the Boundary of a Convex Set
Stochastic billiards can be used for approximate sampling from the boundary of a bounded convex set through the Markov Chain Monte Carlo (MCMC) paradigm. This paper studies how many steps of the underlying Markov chain are required to get samples (approximately) from the uniform distribution on the boundary of the set, for sets with an upper bound on the curvature of the boundary. Our main theo...
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ژورنال
عنوان ژورنال: Mathematics of Operations Research
سال: 2015
ISSN: 0364-765X,1526-5471
DOI: 10.1287/moor.2014.0701