Stochastic billiards for sampling from the boundary of a convex set
classification
🧮 math.PR
cs.DS
keywords
boundarysamplingbilliardschainconvexmarkovsetsstochastic
read the original abstract
Stochastic billiards can be used for approximate sampling from the boundary of a bounded convex set through the Markov Chain Monte Carlo (MCMC) paradigm. This paper studies how many steps of the underlying Markov chain are required to get samples (approximately) from the uniform distribution on the boundary of the set, for sets with an upper bound on the curvature of the boundary. Our main theorem implies a polynomial-time algorithm for sampling from the boundary of such sets.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.