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arXiv · 2209.15045

Hit and Run Sampling from Tropically Convex Sets

Ruriko Yoshida·Keiji Miura·David Barnhill
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Abstract

In this paper we propose Hit and Run (HAR) sampling from a tropically convex set. The key ingredient of HAR sampling from a tropically convex set is sampling uniformly from a tropical line segment over the tropical projective torus, which runs linearly in its computational time complexity. We show that this HAR sampling method samples uniformly from a tropical polytope which is the smallest tropical convex set of finitely many vertices. Finally, we apply this novel method to any given distribution using Metropolis-Hasting filtering over a tropical polytope.

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BibTeXRIS

Ruriko Yoshida, Keiji Miura, David Barnhill. 2022-09-29. Hit and Run Sampling from Tropically Convex Sets. https://doi.org/10.2140/astat.2023.14.37

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