Timeline for How to generate random points in $\ell_p$ balls?
Current License: CC BY-SA 2.5
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 18, 2020 at 14:37 | comment | added | Gericault | With this process the L1 norm of X is always $V_{n+1} - V_0 = 1$ so this simulates a random point on the $l_1$ sphere, not the ball | |
| Dec 17, 2009 at 17:50 | comment | added | Michael Lugo | David, thanks for fixing the notation. Mitch, I'd love an answer for other p as well. It seems like a problem someone should have considered but quick searching isn't finding any answers other than the obvious one of picking a random point in the unit cube and throwing it out if it doesn't work, which for large n gets very bad. | |
| Dec 17, 2009 at 17:48 | comment | added | David E Speyer | Fixed the braces. If you're curious how I did this, I'll put up a note on tea.mathoverflow.net | |
| Dec 17, 2009 at 17:45 | history | edited | David E Speyer | CC BY-SA 2.5 |
added 4 characters in body
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| Dec 17, 2009 at 17:45 | comment | added | Mitch | Thanks for the reference. For $p=1$ this was what I thought, but I didn't have a reference. I'm still interested in p>2 though. | |
| Dec 17, 2009 at 17:40 | vote | accept | Mitch | ||
| Dec 17, 2009 at 22:17 | |||||
| Dec 17, 2009 at 17:37 | comment | added | Michael Lugo | C_n and S_N are of course sets; I can't figure out how to get the braces to show up. | |
| Dec 17, 2009 at 17:35 | history | answered | Michael Lugo | CC BY-SA 2.5 |