1. When lattice bases are Markov bases.
- Author
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Hazelton, Martin L. and Karimi, Masoud
- Subjects
- *
INVERSE problems , *MARKOV chain Monte Carlo , *MARKOV processes - Abstract
Sampling the fibre comprising the solutions of a linear inverse problem for count data is an important practical problem. Connectivity of the sampler is guaranteed only if a Markov basis, defining a sufficiently rich variety of sampling directions, is available. Computation of a Markov basis is typically challenging, and the mixing properties of the resulting sampler can be poor. However, for some problems a suitably chosen lattice basis will be a Markov basis. We provide an easily checkable condition for the existence of such a lattice Markov basis, and demonstrate that associated hit-and-run samplers will mix rapidly for uniform target distributions. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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