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6
votes
0answers
152 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 $n$ ...
2
votes
0answers
125 views

Probabilities involving Beurling density

I am interested in calculating probabilities involving Beurling densities. Since it's likely probabilists are not familiar with the definitions, I give them below. Definitions. A metric space is ...
2
votes
0answers
242 views

Sampling from a partition of a hypercube by convex polytopes.

I have a binary space partitioning (BSP) tree which recursively partitions a hypercube using linear hyperplanes. That is, a hyperplane splits the hybercube in half, creating two convex polytopes. Each ...
1
vote
0answers
35 views

2-step sampling from a conditional density

The setting is as follows: We are given two random variables $X : \Omega \to \mathbb{R}$ and $\Theta : \Omega \to T$ for some 'parameter space' $T \subset \mathbb{R}$, and 1) we know the density of ...
1
vote
0answers
51 views

Simulate a graph from a certain distribution

I am wondering if anyone can indicate whether the following is a solved problem. I don't care about time of the algorithm currently. Consider a general probability distribution F on simple graphs ...
1
vote
0answers
66 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. ...
0
votes
0answers
35 views

Supremum distribution of band-limited functions with random spectrum

Consider the properties of band-limited functions $f_N:[-\pi,\pi]\to\mathbb{R}$ defined through their Fourier series $f_N(x)=\sum_{n=-N}^N c_n e^{inx}$ where $c_n=a_n+i b_n$ and both ...