|Authors:||Karel Van den Meersche, Karline Soetaert, Dick Van Oevelen|
|Title:||xsample(): An R Function for Sampling Linear Inverse Problems|
|Abstract:||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.|
Page views:: 4703. Submitted: 2008-05-26. Published: 2009-04-27.
xsample(): An R Function for Sampling Linear Inverse Problems
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.