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
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Bibliographic InfoArticle provided by Springer in its journal Metrika.
Volume (Year): 75 (2012)
Issue (Month): 7 (October)
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Web page: http://www.springerlink.com/link.asp?id=102509
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- 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.
- Hashorva, Enkelejd, 2008. "Conditional limiting distribution of beta-independent random vectors," Journal of Multivariate Analysis, Elsevier, vol. 99(7), pages 1438-1459, August.
- Goodman, Irwin R. & Kotz, Samuel, 1973. "Multivariate [theta]-generalized normal distributions," Journal of Multivariate Analysis, Elsevier, vol. 3(2), pages 204-219, June.
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