On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls
type: Item
instance of: scholarly article
title: On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls
zbMATH Open document ID: 1205.65029
author: Radoslav Harman
author: Vladimír Lacko
published in: Journal of Multivariate Analysis
publication date: 2010-11-10T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62D05
Mathematics Subject Classification ID: 62E15
zbMATH DE Number: 5814742
zbMATH Keywords: \(n\)-ball
zbMATH Keywords: \(n\)-sphere
zbMATH Keywords: uniform distribution
zbMATH Keywords: beta distribution
zbMATH Keywords: normal distribution
zbMATH Keywords: Monte Carlo
zbMATH Keywords: simulation
zbMATH Keywords: uniform sampling
zbMATH Keywords: algorithms
describes a project that uses: Ziggurat
describes a project that uses: R
describes a project that uses: rnorrexp
MaRDI profile type: Publication
full work available at URL: j.jmva.2010.06.002
OpenAlex ID: W2052891110
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DOI: 10.1016/J.JMVA.2010.06.002
description: scientific article; zbMATH DE number 5814742