arXiv Open Access 2023

Sampling from a Gaussian distribution conditioned on the level set of a piecewise affine, continuous function

Jesse Windle

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Abstrak

We consider how to use Hamiltonian Monte Carlo to sample from a distribution whose log-density is piecewise quadratic, conditioned on the sample lying on the level set of a piecewise affine, continuous function.

Topik & Kata Kunci

stat.CO

Penulis (1)

Jesse Windle

Format Sitasi

APA MLA BibTeX

Windle, J. (2023). Sampling from a Gaussian distribution conditioned on the level set of a piecewise affine, continuous function. https://arxiv.org/abs/2303.12185

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Informasi Jurnal

Tahun Terbit: 2023
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓