Higher-Order Hit-&-Run Samplers for Linearly Constrained Densities

Fuente: arXiv
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Autores principales: Paul, Richard D., Stratmann, Anton, Jadebeck, Johann F., Beyß, Martin, Scharr, Hanno, Rügamer, David, Nöh, Katharina
Formato: Preprint
Publicado: 2026
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author Paul, Richard D.
Stratmann, Anton
Jadebeck, Johann F.
Beyß, Martin
Scharr, Hanno
Rügamer, David
Nöh, Katharina
author_facet Paul, Richard D.
Stratmann, Anton
Jadebeck, Johann F.
Beyß, Martin
Scharr, Hanno
Rügamer, David
Nöh, Katharina
contents Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope sampling exist, much less work has dealt with more complex constrained densities. In particular, gradient information as used in unconstrained MCMC is not necessarily helpful in the constrained case, where the gradient may push the proposal's density out of the polytope. In this work, we propose a novel constrained sampling algorithm, which combines strengths of higher-order information, like the target's log-density's gradients and curvature, with the Hit-&-Run proposal, a simple mechanism which guarantees the generation of feasible proposals, fulfilling the linear constraints. Our extensive experiments demonstrate improved sampling efficiency on complex constrained densities over various constrained and unconstrained samplers.
format Preprint
id arxiv_https___arxiv_org_abs_2602_14616
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Higher-Order Hit-&-Run Samplers for Linearly Constrained Densities
Paul, Richard D.
Stratmann, Anton
Jadebeck, Johann F.
Beyß, Martin
Scharr, Hanno
Rügamer, David
Nöh, Katharina
Computation
Quantitative Methods
Applications
Markov chain Monte Carlo (MCMC) sampling of densities restricted to linearly constrained domains is an important task arising in Bayesian treatment of inverse problems in the natural sciences. While efficient algorithms for uniform polytope sampling exist, much less work has dealt with more complex constrained densities. In particular, gradient information as used in unconstrained MCMC is not necessarily helpful in the constrained case, where the gradient may push the proposal's density out of the polytope. In this work, we propose a novel constrained sampling algorithm, which combines strengths of higher-order information, like the target's log-density's gradients and curvature, with the Hit-&-Run proposal, a simple mechanism which guarantees the generation of feasible proposals, fulfilling the linear constraints. Our extensive experiments demonstrate improved sampling efficiency on complex constrained densities over various constrained and unconstrained samplers.
title Higher-Order Hit-&-Run Samplers for Linearly Constrained Densities
topic Computation
Quantitative Methods
Applications
url https://arxiv.org/abs/2602.14616