Mike Flynn
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 Aug 9 comment Understanding detailed balance (crossposted from stats) @al-Hwarizmi Markov Chain Monte Carlo, a method of approximating a probability distribution with a random walk, often used in statistics. The second sentence should read "proportional to their ratio of probability densities". I've now edited it. Aug 9 revised Understanding detailed balance (crossposted from stats) deleted 5 characters in body Aug 9 asked Understanding detailed balance (crossposted from stats) Aug 6 asked Linear programming: what does the “test ratio” measure? Jul 19 comment A method to test for uniform distribution over a convex polytope hit and run. Pick an initial point, choose a random direction, the next point is a random point between initial point and wall in that direction. Jul 19 comment A method to test for uniform distribution over a convex polytope I have no way of knowing $|P|$, in fact, this method is how I would calculate $|P|$, provided the sampling is uniform. Jul 19 asked A method to test for uniform distribution over a convex polytope Jun 27 answered Random Point on Infinite Line Paradox Jun 27 accepted What is the typical method for sampling uniformly in a convex polytope Jun 24 comment What is the typical method for sampling uniformly in a convex polytope Not in practice actually, if you make the jump length long enough. And are you saying that there is no known way to do it quickly for 1000 dimensions? Because I was considering using CUDA to do it... Jun 24 asked What is the typical method for sampling uniformly in a convex polytope Jun 18 comment Changing a basis and satisfying inequalities Ah, I now realize you must be very careful with each step... Jun 18 asked Changing a basis and satisfying inequalities Jun 17 accepted Is there a quick way to compute the matrix whose column space is the basis of the null space of another matrix? Jun 14 revised Is there a quick way to compute the matrix whose column space is the basis of the null space of another matrix? edited title Jun 14 asked Is there a quick way to compute the matrix whose column space is the basis of the null space of another matrix? Jun 14 revised Problem generating random vectors with a randomized linear programming with equality constraints (weird clustering) added 63 characters in body Jun 14 revised Problem generating random vectors with a randomized linear programming with equality constraints (weird clustering) added 20 characters in body Jun 14 asked Problem generating random vectors with a randomized linear programming with equality constraints (weird clustering) Mar 4 asked Two different ways to take the derivative on composite functions?