The tag has no wiki summary.

learn more… | top users | synonyms

13
votes
2answers
645 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) ...
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 ...
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 $n$ ...
5
votes
3answers
1k views

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 ...
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 ...
3
votes
1answer
377 views

When can you describe a population and its component subpopulations with the same parametric family of distributions?

I believe that it is often the case that you are trying to select the best probability distribution to use to describe some phenomenon you are studying, and you have data not only for a population, ...
2
votes
2answers
308 views

Sampling without replacement until hitting a subset

I randomly sample uniformly from $ \{1,..,N \}$ without replacement until drawing a number $ \leq k$. Denote the expected number of draws by $R(N,k)$. I want a good approximation for $\sum_{k=1}^N ...
2
votes
0answers
198 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
1answer
143 views

Discretizing a cosine function?

I'd like to start by noting that for some fixed natural $N$ basis functions for my system will be generated by $f(k,x)$ as defined and explained here or in numerous other sources: $$f(k,x) = \sqrt2 ...
1
vote
2answers
57 views

Sampling uniformly from all possible line segments of a given length that fit inside a container

Consider that task of randomly placing a line segment of some length $L$ near a plane s.t. a point $p$ at the center of the line segment is at most a distance $H$ from the plane and intersections ...
1
vote
2answers
243 views

A sampling and learning question

Suppose there is an oracle that returns a number $b \in \mathbb{Z}_{n}$ whenever I press the button. We have $b = a + e$, where $a \in \mathbb{Z}_n$ is a fixed number and $e$ is sampled according to ...
1
vote
2answers
40 views

Approximating Probability Distribution by Sampling

Consider a discrete probability distribution over $n$ events. Assume that the probabilistic kernel is a black box, that is, we can only sample from it without knowing anything about the type or ...
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. ...
0
votes
1answer
313 views

transform a polynomial into another one upto a constant

I have a polynomial $p(x)=a_Nx^N+a_{N-1}x^{N-1}+\dots+a_0$. I want to convert this into another polynomial of same order, say $b_Ny^N+b_{N-1}y^{N-1}+\dots+b_0$. Is it possible to find a transformation ...
0
votes
1answer
701 views

Uniform sampling hemisphere and project in a specific direction [closed]

Hi, I need to generate a 'uniform sample' over an hemisphere and once done project it in a specific vector direction. I have try the following, but it produce some errors... maybe you have an idea ? ...
0
votes
0answers
42 views

Nice conditional distribution / Closure under noisy observation

Let $X, Y, Z$ be Polish spaces; $M$ a collection of full-support Borel measures on $X$; $\nu$ a Borel measure on $Y$; $f:X\times Y \to Z$ continuous with the property that $f(\cdot,y)$ is injective ...
0
votes
2answers
434 views

Estimating a sum

Sorry for the vague title but I couldn't find a better one. I want to compute the sum $S = \frac{1}{N}\sum_{i=1}^N c_i x_i$ where $c_i$s are known positive constants. The problem is that computing ...