DocumentCode

357263

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

fYear

1996

fDate

1996

Firstpage

260

Lastpage

264

Keywords

Convergence; Density functional theory; Ellipsoids; Jacobian matrices; Monte Carlo methods; Random variables; Simulated annealing;

fLanguage

English

Publisher

ieee

Conference_Titel

Simulation Conference, 1996. Proceedings. Winter

Print_ISBN

0-7803-3383-7

Type

conf

DOI

10.1109/WSC.1996.873287

Filename

873287