1
vote
0answers
50 views

Stochastic process inference from partial observations

Consider a set $U$. My signal is a piece-wise constant "function" $Sig: t \mapsto s$, i.e. the signal at time $t$ equals to some subset $s \subset U$. One can see $Sig(t)$ as a stochastic process. ...
3
votes
1answer
211 views

Is it possible to sample uniformly on the surface of a high-dimensional polytope?

There are some pretty simple methods to do uniform sampling on the surface of high-dimensional spheres or cubes. Are there any methods that sample uniformly on the surface of a high-dimensional ...
6
votes
2answers
817 views

Sampling uniformly from a sphere

Let $B^{n} _p= ${$ (x_1, \dots, x_n) : |x_1|^p + \dots |x_n|^p = 1 $} be the unit ball in $\mathbb{R}^n$ in the $\ell^p$ norm. If $X_1,\dots,X_n$ are iid $\exp(1)$ -distributed random variables, then ...