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On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls - MaRDI portal

On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls (Q604345)

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scientific article; zbMATH DE number 5814742
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English
On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls
scientific article; zbMATH DE number 5814742

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    On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls (English)
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    10 November 2010
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    The authors describe a universal conditional distribution method for uniform sampling from \(n\)-spheres and \(n\)-balls. The method brings a unifying view on several known algorithms and a possibility to construct some novel variants. The authors give the performance comparison of the known and new algorithms: new algorithms have advantages for dimensions 5, 6, and 7. Dimension 7 is not a limit for new algorithms, but their advantages decline with increasing dimension.
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    \(n\)-ball
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    \(n\)-sphere
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    uniform distribution
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    beta distribution
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    normal distribution
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    Monte Carlo
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    simulation
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    uniform sampling
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    algorithms
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