All Questions
9 questions
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 ...
- 15.3k
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 ...
- 221
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 $...
- 1,677
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 ...
- 41
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 ...
- 1,667
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 ...
- 1,677
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 ...
- 121
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 $\...
- 1,677
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
...
- 1,677