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2 votes
1 answer
151 views

Given an input point in $\mathbb{R}^n$, select (one of) the closest point(s) from a fixed large set of points given in advance

We are given a set $S$ of $m\gg 1$ points in $\mathbb{R}^n$. In the problem I am trying to solve, in a sequential fashion, we obtain a new point $p_r\not\in S$ at each round $r\ge 1$ and the goal is ...
1 vote
1 answer
92 views

Geometric sampling problem in the Euclidean space in high dimensions

Let $T$ be the triangle whose vertices are three given points $\mathbf{x}, \mathbf{y}, \mathbf{z}\in\mathbb{R}^d$. Question: What computationally efficient strategy can we use to sample a point $\...
1 vote
2 answers
197 views

Sampling method for a specific distribution in high dimensions

We are given a set $X$ of $n$ points $\mathbf{x}_1, \mathbf{x}_2, \ldots, \mathbf{x}_n\in\mathbb{R}^d$, where $d\ll n$. Given any point $\mathbf{p}$ on the unit $(d-1)$-sphere $\mathcal{S}$, we define ...
6 votes
1 answer
424 views

Probability of intersecting a rectangle with random straight lines

We are given a rectangle $R$ with sides lengths $r_1$ and $r_2$, contained in a square $S$, with sides lengths $s_1=s_2\ge r_1$ and $s_2=s_1\ge r_2$. $R$ and $S$ are axis-aligned in a cartesian plane $...
2 votes
1 answer
1k views

Sampling a uniformly distributed point INSIDE a hypersphere?

There is a simple algorithm to pick a random point ON an $n$-dimensional hypersphere. Is there one to sample a point from inside it? (Sampling points from a hypercube and rejecting them if they are ...
9 votes
1 answer
2k views

Uniform sampling from general simplex with a twist

This is part of a question I had asked elsewhere, and then some of the links redirected me to CS stack exchange. Given $0\leq a_1\leq\dots\leq a_D\leq1$ (all strictly positive), I want to draw points ...
2 votes
2 answers
810 views

Terrain Generation: Infinite 2D space filled with Diffusion-limited aggregation clusters?

Disclaimer: I don't have a deep understanding of fractals or any higher math, I'm just personally interested in it, so please excuse me if I'm using wrong terms or if I'm being inaccurate. Making ...
32 votes
5 answers
6k views

What is a good method to find random points on the n-sphere when n is large?

As part of a more complex algorithm, I need a fast method to find random points of the n-sphere, $S^n$, starting with a RNG (random number generator). A simple way to do this (in low dimensions at ...
4 votes
0 answers
173 views

On understanding Discrete-Valued Stochastic Processes( time series, panel data )

It seems to me that a significant proportion of work in probability theory, statistics and machine learning are on understanding continuous-valued, relatively weakly dependent, or linear dependent ...