Resource title

A Sweep-Plane Algorithm for Generating Random Tuples in Simple Polytopes

Resource image

image for OpenScout resource :: A Sweep-Plane Algorithm for Generating Random Tuples in Simple Polytopes

Resource description

A sweep-plane algorithm by 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. (author's abstract) ; Series: Preprint Series / Department of Applied Statistics and Data Processing

Resource author

Josef Leydold, Wolfgang Hörmann

Resource publisher

Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/476/1/document.pdf

Resource license

Adapt according to the license agreement. Always reference the original source and author.