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xsample(): AnRFunction for Sampling Linear Inverse Problems
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