Questions tagged [sampling]
The sampling tag has no usage guidance.
7
questions
11
votes
3
answers
6k
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Random Sampling a linearly constrained region in n-dimensions...
Hi,
So here is my problem:
Given a nonlinear, discontinous, cost function $f(x_1,x_2,..,x_N)$ along with linear constraints $x_n \ge 0, \forall n$
$x_n \le c_n$
and $\sum_{n=1}^N x_n = 1$ find an ...
21
votes
3
answers
2k
views
Sampling from the Birkhoff polytope
The set of $n\times n$ real, nonnegative matrices whose rows and columns sum to one forms the well-known Birkhoff polytope
Recently someone asked me if I knew
How to sample (in polynomial time) ...
14
votes
3
answers
4k
views
How to generate random points in $\ell_p$ balls?
How do I feasibly generate a random sample from an $n$-dimensional $\ell_p$ ball? Specifically, I'm interested in $p=1$ and large $n$. I'm looking for descriptions analogous to the statement for $p=2$:...
4
votes
2
answers
751
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 ...
2
votes
0
answers
69
views
Are two degree sequences compatible, for random simple graph generation?
Consider a set $V$ of $n$ vertices, and three degree sequences $a_i$, $b_i$ and $c_i$ such that $c_i = a_i+b_i$, $i=1..n$.
Assume these degree sequences are graphical: there exist simple graphs (no ...
1
vote
1
answer
206
views
How to sample a path between 2 states in a Markov chain
Given an ergodic Markov chain and 2 states $x$ and $y$, how may one algorithmically sample a path (of finite length) $x =: s_0 \rightarrow s_1 \rightarrow \ldots \rightarrow s_T = y$ between $x$ and $...
0
votes
0
answers
70
views
Alternative to the Sampling Theorem / Invertible transform with sampling criteria
I seek a transform $T$ that operates on real-valued $x(t)$, that
Is perfectly invertible
Has discrete counterpart with continuous reconstructor
Provides conditional reconstruction guarantees
...