xsample(): AnRFunction for Sampling Linear Inverse Problems

Karel Van den Meersche, Karline Soetaert, Dick Van Oevelen
2009 Journal of Statistical Software  
An R function is implemented that uses Markov chain Monte Carlo (MCMC) algorithms to uniformly sample the feasible region of constrained linear problems. Two existing hit-and-run sampling algorithms are implemented, together with a new algorithm where an MCMC step reflects on the inequality constraints. The new algorithm is more robust compared to the hit-and-run methods, at a small cost of increased calculation time.
doi:10.18637/jss.v030.c01 fatcat:vhxapsy32zbzhfitqpbim2heim