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
Link To Document :
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