Concave-Convex PDMP-based Sampling.

Matthew Sutton Paul Fearnhead

Published in: J. Comput. Graph. Stat. (2023)

Keyphrases

piecewise linear
convexity properties
convex functions
convex concave
random sampling
objective function
convex optimization
sampling strategies
monte carlo
sampling strategy
dynamic programming
sample size
globally optimal
parameter space
feature space
convex sets
sampling methods