stat.CO2026
Higher-Order Hit-&-Run Samplers for Linearly Constrained Densities
Richard D. Paul, Anton Stratmann, Johann F. Jadebeck +4
The paper introduces a new MCMC algorithm that combines higher‑order information (gradients and curvature of the log‑density) with Hit‑and‑Run proposals to efficiently sample distr…
#mcmc#constrained sampling#hit-and-run#higher-order methods