A sweep-plane algorithm for generating random tuples in simple polytopes

نویسندگان

  • Josef Leydold
  • Wolfgang Hörmann
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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عنوان ژورنال:
  • Math. Comput.

دوره 67  شماره 

صفحات  -

تاریخ انتشار 1998