78 citations · 362 across the 40 of their papers we have counts for
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math.PR2012★ 15 cited
Hit-and-run for numerical integration
Daniel Rudolf
We study the numerical computation of an expectation of a bounded function with respect to a measure given by a non-normalized density on a convex body. We assume that the density…
math.PR2012★ 27 cited
Positivity of hit-and-run and related algorithms
Daniel Rudolf, Mario Ullrich
We prove positivity of the Markov operators that correspond to the hit-and-run algorithm, random scan Gibbs sampler, slice sampler and an Metropolis algorithm with positive proposa…