Apostolos Chalkis, Vissarion Fisikopoulos, Marios Papachristou, Elias Tsigaridas
TL;DR介绍一种名为Reflective Hamiltonian Monte Carlo (ReHMC)的HMC-based算法，用于从受限于凸体的对数凹分布中进行采样，该算法在高维数据集上表现出色，并在采样时间和精度方面优于其他算法。
Abstract
We introduce reflective hamiltonian monte carlo (ReHMC), an HMC-based algorithm, to sample from a log-concave distribution restricted to a convex polytope. We prove that, starting from a warm start, it mixes in $