A conditional distribution approach to uniform sampling on spheres and balls in L p spaces
AbstractLiang and Ng (Metrika 68:83–98, 2008 ) proposed a componentwise conditional distribution method for L p -uniform sampling on L p -norm n-spheres. On the basis of properties of a special family of L p -norm spherical distributions we suggest a wide class of algorithms for sampling uniformly distributed points on n-spheres and n-balls in L p spaces, generalizing the approach of Harman and Lacko (J Multivar Anal 101:2297–2304, 2010 ), and including the method of Liang and Ng as a special case. We also present results of a numerical study proving that the choice of the best algorithm from the class significantly depends on the value of p. Copyright Springer-Verlag 2012
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 75 (2012)
Issue (Month): 7 (October)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102509
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Hashorva, Enkelejd, 2008. "Conditional limiting distribution of beta-independent random vectors," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1438-1459, August.
- Harman, Radoslav & Lacko, Vladimír, 2010. "On decompositional algorithms for uniform sampling from n-spheres and n-balls," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2297-2304, November.
- Goodman, Irwin R. & Kotz, Samuel, 1973. "Multivariate [theta]-generalized normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 3(2), pages 204-219, June.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F Baum).
If references are entirely missing, you can add them using this form.