The sampling tag has no usage guidance.

**6**

votes

**0**answers

140 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

**0**answers

118 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

**0**answers

225 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

**0**answers

64 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

**0**answers

31 views

### How to sample from the ratio between two distributions?

I want to sample a lot of $\theta$s from the density function below:
$$ r(\theta) = \frac{prior(\theta)}{Z}\frac{\int p(\theta,z_1)dz_1}{\int q(\theta,z_2)dz_2} $$
where $Z$ is the constant for ...