Timeline for Uniform Sampling Subject to Linear Equalities and Non-Negativity Constraint
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jul 9, 2015 at 13:05 | comment | added | Guillaume Dehaene | Well, my comment about approximate inference methods seems to be quite misguided in retrospect. I had not realized exactly how hard your problem actually is. I'm currently quite unsure whether it's a good idea or not. Good luck | |
| Jul 7, 2015 at 11:50 | comment | added | Miller Zhu | I'm happy to try different methods, even if it's an approximation. How would you use VBEM or EP here? | |
| Jul 7, 2015 at 7:18 | comment | added | Guillaume Dehaene | I see. Everything works with that. Would you be satisfied with an approximation such as vbem or ep ? I m curious whether they would be appropriate here | |
| Jul 6, 2015 at 23:12 | comment | added | Miller Zhu | Sorry I forgot to point out that there's one definite linear constraint: $\sum w_i=1$. This should make the intersection of faces of simplices bounded. | |
| Jul 6, 2015 at 22:11 | comment | added | Guillaume Dehaene | Actually, do you have a proof that your method defines a proper probability distribution (int equal to one) ? Now that i loin at it carefully, i dont see why the simplex you define should have finite volume | |
| Jul 6, 2015 at 17:14 | comment | added | Miller Zhu | I'm afraid the dimension problem will kill this too... Since MCMC method requires at least $O(n^3)$ runtime complexity, the dimension will be a big problem. But indeed, the problem itself is very hard, in that the current known methods are all MCMC and requires $O(n^3)$. But now we want to deal with $n \geq 10000$, which simply sounds impossible. Until a totally new method is found, no MCMC scheme might be able to solve this, I guess... | |
| Jul 6, 2015 at 16:00 | history | answered | Guillaume Dehaene | CC BY-SA 3.0 |