A sweep-plane algorithm for generating random tuples in simple polytopes
نویسندگان
چکیده
A sweep-plane algorithm of Lawrence for convex polytope computation is adapted to generate random tuples on simple polytopes. In our method an affine hyperplane is swept through the given polytope until a random fraction (sampled from a proper univariate distribution) of the volume of the polytope is covered. Then the intersection of the plane with the polytope is a simple polytope with smaller dimension. In the second part we apply this method to construct a black-box algorithm for log-concave and T -concave multivariate distributions by means of transformed density rejection.
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ورودعنوان ژورنال:
- Math. Comput.
دوره 67 شماره
صفحات -
تاریخ انتشار 1998