@inproceedings{a370f99456114528b399e35415be1994,
title = "Uniform sample generation in semialgebraic sets",
abstract = "We propose efficient techniques for generating independent identically distributed uniform random samples inside semialgebraic sets. The proposed algorithm leverages recent results on the approximation of indicator functions by polynomials to develop acceptance/rejection based sample generation algorithms with guaranteed performance in terms of rejection rate (the number of samples that should be generated in order to obtain an accepted sample). Moreover, the acceptance rate is shown to be asymptotically optimal, in the sense that it tends to one (all samples accepted) as the degree of the polynomial approximation increases. The performance of the proposed method is illustrated by a numerical example.",
author = "Fabrizio Dabbene and Didier Henrion and Constantino Lagoa",
note = "Publisher Copyright: {\textcopyright} 2014 IEEE.; 2014 53rd IEEE Annual Conference on Decision and Control, CDC 2014 ; Conference date: 15-12-2014 Through 17-12-2014",
year = "2014",
doi = "10.1109/CDC.2014.7040198",
language = "English (US)",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
number = "February",
pages = "5177--5182",
booktitle = "53rd IEEE Conference on Decision and Control,CDC 2014",
address = "United States",
edition = "February",
}