VE.HAR: Vertex HAR with extrapolation (VHE) MCMC with uniform target...

In TML: Tropical Geometry Tools for Machine Learning

Vertex HAR with extrapolation (VHE) MCMC with uniform target distribution

Description

This function samples points uniformly the space defined by a tropical simplex

Usage

VE.HAR(D_s, x0, I = 1, tadd = max)

Arguments

D_s	matrix of vertices of a tropical simplex; each row is a vertex
x0	initial point for sampler, numeric vector
I	number of states in Markov chain
tadd	function; max indicates max-plus addition, min indicates min-plus addition. Defaults to max

Value

next sampled point from the tropical polytope

Author(s)

David Barnhill [e-mail]

References

Yoshida, Ruriko, Keiji Miura and David Barnhill (2022). Hit and Run Sampling from Tropically Convex Sets.

Examples

D_s <-matrix(c(0,0,0,0,10,0,0,0,10),3,3,TRUE)
x0 <- c(0,0,0)
VE.HAR(D_s, x0, I = 50)
VE.HAR(D_s, x0, I = 50,tadd=min)

TML documentation built on Sept. 11, 2024, 6:19 p.m.