Title of article
On decompositional algorithms for uniform sampling from -spheres and -balls
Author/Authors
Harman، نويسنده , , Radoslav and Lacko، نويسنده , , Vladimيr، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2010
Pages
8
From page
2297
To page
2304
Abstract
We describe a universal conditional distribution method for uniform sampling from n -spheres and n -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.
Keywords
n -sphere , Normal distribution , Beta distribution , Monte Carlo , Uniform Distribution , SIMULATION , n -ball
Journal title
Journal of Multivariate Analysis
Serial Year
2010
Journal title
Journal of Multivariate Analysis
Record number
1565502
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