John’s walk
John’s walk
About this item
Full title
John’s walk
Author / Creator
Publisher
Cambridge, UK: Cambridge University Press
Journal title
Advances in applied probability, 2023-06, Vol.55 (2), p.473-491
Language
English
Formats
Publication information
Publisher
Cambridge, UK: Cambridge University Press
Subjects
More information
Scope and Contents
Contents
We present an affine-invariant random walk for drawing uniform random samples from a convex body
$\mathcal{K} \subset \mathbb{R}^n$
that uses maximum-volume inscribed ellipsoids, known as John’s ellipsoids, for the proposal distribution. Our algorithm makes steps using uniform sampling from the John’s ellipsoid of the symmetrization of
$\m...
Alternative Titles
Full title
John’s walk
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2808900203
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2808900203
Other Identifiers
ISSN
0001-8678
E-ISSN
1475-6064
DOI
10.1017/apr.2022.34
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