6
votes
0answers
105 views

Sampling from a Convex Body with Many Extremal Points

Let $p_{1}, \ldots, p_{N}$ be a collection of points in $\mathbb{R}^{n}$. I would like to sample uniformly from the convex hull of these $N$ points in an `efficienct' way. In my setting, I have $n$ ...
4
votes
0answers
145 views

Wasserstein distance, convex polytopes and extreme points

Let us consider convex polytopes with $K$ extreme points in $\mathbb{R}^d$. Let $\mathbf{P}$ be such polytope, and let $\text{ext}(\mathbf{P})$ denote its set of extreme points, so that $\mathbf{P} = ...
27
votes
4answers
1k views

Probability of zero in a random matrix

Let $M(n,k)$ be the set of $n\times n$ matrices of nonnegative integers such that every row and every column sums to $k$. Let $P(n,k)$ be the fraction of such matrices which have no zero entries, ...
1
vote
0answers
154 views

Marginals and Convex Sets

I am looking for a weak convergence of marginals result, in the following type of situation. References to 'related' situations are also very much appreciated. I have a collection of affine ...
3
votes
2answers
737 views

The space of probability measures and its intersection with hyperplanes in the space of measures

Let $X$ be some uncountable standard Borel space (e.g., the real line). Let $D$ be the set of Borel probability measures on $X$. Let $M$ be the set of signed Borel measures on $X$ Now let ...
9
votes
2answers
1k views

How many non-equivalent sections of a regular 7-simplex?

Suppose we have a regular 7-simplex in $\mathbb{R}^8$ defined by vertices <1,0,0,...,0>, <0,1,0,..,0>,...,<0,...,0,1>. A section is a 3-dimensional linear subspace of $\mathbb{R}^8$ that ...
10
votes
0answers
594 views

Constructive aspects of Caratheodory's theorem in convex analysis

Let me paraphrase Caratheodory's theorem in a probabilistic setup: Let $X$ be a real-valued random variable. For $k = 1, \ldots, m$, let $f_k: \mathbb{R} \to \mathbb{R}$ be a continuous function such ...
4
votes
2answers
269 views

Efficiently sampling points from an integer lattice.

Let $\mathcal{L}$ = {x$\in$ $N^n$ : ||x||$_1$ $\leq$ m} denote the set of integer points in the positive orthant of the $\ell_1$ ball of radius $m$, where $m < n$. For each $x \in \mathcal{L}$, let ...