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berkeley.edu
Algorithms for Sampling Convex Bodies
We discuss two Markov chain Monte Carlo algorithms for uniformly sampling convex bodies. The first is Gibbs sampling, also known as Coordinate Hit-and-Run (CHAR). In each step, the algorithm selects a random coordinate and re-samples that coordinate from the distribution induced by fixing all the other coordinates. This is joint work with ...
Sep 28, 2021
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