It’s just a vanilla (MH) MCMC sampler for (some convenient family of) distributions on polytopes; hopefully like this: http://cran.r-project.org/web/packages/limSolve/vignettes/xsample.pdf , but faster. It’s motivated by a model for inferring network link traffic flows from counts of in- and out-bound traffic at each node; the solution space is a polytope, and we want to take advantage of previous observations to form a better prior. But for the approach to be feasible we first need to sample.
It’s just a vanilla (MH) MCMC sampler for (some convenient family of) distributions on polytopes; hopefully like this: http://cran.r-project.org/web/packages/limSolve/vignettes/xsample.pdf , but faster. It’s motivated by a model for inferring network link traffic flows from counts of in- and out-bound traffic at each node; the solution space is a polytope, and we want to take advantage of previous observations to form a better prior. But for the approach to be feasible we first need to sample.
But this is not a long-term project, I think.