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Iosif Pinelis
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For the uniform sampling from general convex polytopes, see e.g. Answer 1, Answer 2, other answers to this Question, and further references given there. Also, for instance, Fast MCMC Sampling Algorithms on Polytopes.


Here is an example with $1000$ sample points for $n=3$, $q=(.2, .3, .5)$, and $\epsilon=.4$, generated by a Markov Chain MonterMonte Carlo method (with $5$ steps for each of the $1000$ sample points:

enter image description hereenter image description here

enter image description here

For the uniform sampling from general convex polytopes, see e.g. Answer 1, Answer 2, other answers to this Question, and further references given there. Also, for instance, Fast MCMC Sampling Algorithms on Polytopes.


Here is an example with $1000$ sample points for $n=3$, $q=(.2, .3, .5)$, and $\epsilon=.4$, generated by a Markov Chain Monter Carlo method (with $5$ steps for each of the $1000$ sample points:

enter image description here

enter image description here

For the uniform sampling from general convex polytopes, see e.g. Answer 1, Answer 2, other answers to this Question, and further references given there. Also, for instance, Fast MCMC Sampling Algorithms on Polytopes.


Here is an example with $1000$ sample points for $n=3$, $q=(.2, .3, .5)$, and $\epsilon=.4$, generated by a Markov Chain Monte Carlo method (with $5$ steps for each of the $1000$ sample points:

enter image description here

enter image description here

added 380 characters in body
Source Link
Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229

For the uniform sampling from general convex polytopes, see e.g. Answer 1, Answer 2, other answers to this Question, and further references given there. Also, for instance, Fast MCMC Sampling Algorithms on Polytopes.


Here is an example with $1000$ sample points for $n=3$, $q=(.2, .3, .5)$, and $\epsilon=.4$, generated by a Markov Chain Monter Carlo method (with $5$ steps for each of the $1000$ sample points:

enter image description here

enter image description here

For the uniform sampling from general convex polytopes, see e.g. Answer 1, Answer 2, other answers to this Question, and further references given there. Also, for instance, Fast MCMC Sampling Algorithms on Polytopes.

For the uniform sampling from general convex polytopes, see e.g. Answer 1, Answer 2, other answers to this Question, and further references given there. Also, for instance, Fast MCMC Sampling Algorithms on Polytopes.


Here is an example with $1000$ sample points for $n=3$, $q=(.2, .3, .5)$, and $\epsilon=.4$, generated by a Markov Chain Monter Carlo method (with $5$ steps for each of the $1000$ sample points:

enter image description here

enter image description here

added 129 characters in body
Source Link
Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229

For the uniform sampling from general convex polytopes, see e.g. Answer 1, Answer 2, other answers to this Question, and further references given there. Also, for instance, Fast MCMC Sampling Algorithms on Polytopes.

For the uniform sampling from general convex polytopes, see e.g. Answer 1, Answer 2, other answers to this Question, and further references given there.

For the uniform sampling from general convex polytopes, see e.g. Answer 1, Answer 2, other answers to this Question, and further references given there. Also, for instance, Fast MCMC Sampling Algorithms on Polytopes.

Source Link
Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229
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