| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1146138 | Journal of Multivariate Analysis | 2010 | 8 Pages |
Abstract
We describe a universal conditional distribution method for uniform sampling from nn-spheres and nn-balls, based on properties of a family of radially symmetric multivariate distributions. The method provides us with a unifying view on several known algorithms as well as enabling us to construct novel variants. We give a numerical comparison of the known and newly proposed algorithms for dimensions 5, 6 and 7.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Radoslav Harman, Vladimír Lacko,