Title :
The hit-and-run sampler: a globally reaching markov chain sampler for generating arbitrary multivariate distributions
Author :
Smith, Robert L.
Author_Institution :
The University of Michigan
Keywords :
Convergence; Density functional theory; Ellipsoids; Jacobian matrices; Monte Carlo methods; Random variables; Simulated annealing;
Conference_Titel :
Simulation Conference, 1996. Proceedings. Winter
Print_ISBN :
0-7803-3383-7
DOI :
10.1109/WSC.1996.873287
