28877

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Пленарный доклад

Название: 

New random sampling: billiard walks

Наименование конференции: 

  • Workshop "Optimization and Statistical Learning" (Les Houches, 2013)

Наименование источника: 

  • Proceedings of the Workshop "Optimization and Statistical Learning" (Les Houches, 2013)

Город: 

  • Les Houches

Издательство: 

  • Ecole Polytechnique

Год издания: 

2013

Страницы: 

2
Аннотация
Our algorithm is motivated by physical phenomena of a gas diffusing in a vessel. A particle of gas moves with constant speed until it meets a boundary of the vessel, then it reflects (the angle of incidence equals the angle of reflection) and so on. When the particle hits another one, its direction and speed changes. In our simplified model we assume that direction changes randomly while speed remains the same. Thus our model combines ideas of Hit-and-Run technique with the use of billiard trajectories.

Библиографическая ссылка: 

Поляк Б.Т. New random sampling: billiard walks / Proceedings of the Workshop "Optimization and Statistical Learning" (Les Houches, 2013). Les Houches: Ecole Polytechnique, 2013. С. 2.