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xsample(): An R function for sampling linear inverse problems
Van den Meersche, K.; Soetaert, K.; van Oevelen, D. (2009). xsample(): An R function for sampling linear inverse problems. J. Stat. Software 30(Code Snippet 1): 1-15
In: Journal of Statistical Software. American Statistical Association: Alexandria. ISSN 1548-7660 , more
Peer reviewed article

Available in Authors 
    VLIZ: Open Repository 149403 [ OMA ]

Keywords
    Algorithms; Linear; Modelling; Marine

Authors  Top 
  • Van den Meersche, K., more
  • Soetaert, K., more
  • van Oevelen, D., more

Abstract
    An R function is implemented that uses Markov chain Monte Carlo (MCMC) algorithms to uniformly sample the feasible region of constrained linear problems. Two existing hit-and-run sampling algorithms are implemented, together with a new algorithm where an MCMC step reflects on the inequality constraints. The new algorithm is more robust compared to the hit-and-run methods, at a small cost of increased calculation time.

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