# Questions tagged [sampling]

The sampling tag has no usage guidance.

78
questions

2
votes

0
answers

40
views

### When can convolutional integral operators be sampled

Consider an integral operator $F:C^{1/2}([0,T],\mathbb{R}^n)\rightarrow \mathbb{R}$ of the form
$$
f\mapsto \int_0^T f(t)^{\top}\kappa(T-t)dt,
$$
for some $\kappa\in C^{\infty}(\mathbb{R})(\mathbb{R},\...

3
votes

1
answer

310
views

### Importance resampling with exponential weighting

Suppose that we have
$$
\frac{p(x)}{q(x)} \propto \exp(\tau f(x)),
$$
where we can sample from $q$ but not from $p$. Our goal is to generate a set of particles $\{x_i\}_{i=1}^n$ such that $n^{-1}\sum_{...

2
votes

2
answers

205
views

### Is there something like a "self-avoiding Markov chain" on a continuous space?

If stumbled accross self-avoiding walks. They seem to be deterministically generated, but from a quick google search term seem to be randomly generated variants.
However, as far as I can see they are ...

1
vote

0
answers

34
views

### Does the constrained Wasserstein barycenter admit a blue noise property?

Let $(E,d)$ be a metric space and $\nu$ be a probability measure on $\mathcal B(E)$. In this paper, it is mentioned that sampling from $\mu$ can be described as choosing $n\in\mathbb N$, $x_1,\ldots,...

0
votes

0
answers

21
views

### Minimizing $\|Ax\|_2^2$ over the simplex for a very fat matrix

Suppose I have a really fat $mxN$ matrix (with $N>>m$). I want to find an $x$ in the simplex (i.e $x’1=1$ and $x_i\geq 0$) that minimizes $\|Ax\|_2^2$.
The only operations I can practically do ...

7
votes

1
answer

212
views

### Square-root lattices: where do they appear?

As an experimental physicist working on crystallography I'm often dealing with the reconstruction of an object from intensity data that emerge from an imaging device. In mathematics the problem is ...

0
votes

0
answers

57
views

### Alternative to the Sampling Theorem / Invertible transform with sampling criteria

I seek a transform $T$ that operates on real-valued $x(t)$, that
Is perfectly invertible
Has discrete counterpart with continuous reconstructor
Provides conditional reconstruction guarantees
...

3
votes

0
answers

37
views

### Invertibility of the sampling matrix

Given a function $f: \mathbb{R}^2\rightarrow\mathbb{C}$ sampled as a matrix $F_{ij}$ on some ractangle $[a,b]\times[c,d]\subset\mathbb{R}^2$ with steps $\Delta x$ and $\Delta y$ as the stepsizes so ...

2
votes

1
answer

133
views

### Given iid samples from the joint distribution $P$ of pair of r.v.'s $(X,Y)$, how to get iid samples from independence coupling $P_X \otimes P_Y$?

Let $(X,Y)$ be a pair of random variables on a measure space $\mathcal T \subseteq \text{"subsets of }\mathbb R^2\text{"}$, with joint probability distribution $P$.
We don't assume $X$ and $Y$ are ...

4
votes

1
answer

173
views

### Integral of $\ln(1/|f|)$ for $f$ bandlimited

I came across the following assertion: if $f\in PW_\infty([-a,a])$, i.e. the Bernstein space of functions in $L^\infty(\mathbb{R})$ which are the Fourier transform of a distribution supported on $[-a,...

2
votes

1
answer

250
views

### Shift-invariant spaces

We can define a shift-invariant space as
$$V_{\varphi}(\mathbb{Z}):=\left\{\sum_{k\in\mathbb{Z}}c_k\varphi(\cdot-k):(c_k)\in \ell_2\right\},$$
where convergence of the series is taken to be in $L^2(\...

5
votes

3
answers

463
views

### Probability of an edge in a random graph

Consider a vertex set $V$ and a degree sequence $(d_v)_{v\in V}$. I want to know the probability that an edge exists between two given vertices $u$ and $v$ in a random graph with this degree sequence.
...

1
vote

0
answers

31
views

### Correlating two matrices $A,B$ with stochastic dependency structure imposed by cross-validation

Consider a labelled data set
$$D = \{(x_1, y_1),...,(x_n, y_n)\} $$
on which we want to evaluate a machine learning algorithm using $k$-fold cross validation with $m$ different random seeds. This ...

1
vote

1
answer

127
views

### Intuition of the "work" done by random variables in Monte Carlo methods (incl. MCL)

(I've tried Math SE, but have so far come up empty handed, so I'm trying my luck here.)
I would like to get a better intuitive understanding of why Monte Carlo works so well in approximating a ...

3
votes

0
answers

244
views

### Injectivity of the convolution operator $f \mapsto (k*f(s))_{s \in S}$ via sampling at $S=\alpha \mathbb Z$

Let $S \subset \mathbb R$ be a set of sampling points, say $S = \alpha \mathbb Z, \alpha >0$.
Let $k$ be some convolution kernel and $A$ the operator which maps some $f$ to the sequence
$$
Af = (k*...

5
votes

0
answers

117
views

### Which operations commute with fractional translation?

Let $\mathbf{v}$ be a real signal (i.e., an infinitely long vector).
A translation operation $T_{s}\mathbf{v}$ with integer $s$ is trivially
defined by $\forall i,s:\left(T_{s}\mathbf{v}\right)_{i}=v_{...

1
vote

1
answer

55
views

### Distribution of a two-part sampling process

I have a known distribution $f(x)$ (in fact, I can safely assume that $f(x)$ is the Maxwell-Boltzmann distribution, i.e. $f(x)\propto x^2 \exp(-x^2)$). I take $N$ samples from the distribution, but am ...

0
votes

1
answer

204
views

### Random sampling from modified Erlang distribution [closed]

I am tasked with randomly sampling from the following probability density function, which is a modified Erlang Function:
$$f(k,q,\nu)=\frac{(k q)^{k-1}}{[(k-1) !]^{v}} \quad \text { with } \quad q \...

2
votes

1
answer

66
views

### Column subset selection with least angle optimization

Given a matrix $A$ I need to select a "representative" subset of its columns so that the each non-selected column is as close as possible to a selected one.
Formally:
Given $A \in \mathbb{R}...

3
votes

1
answer

133
views

### Fast sampling of matroids

In his classic paper, Donald E. Knuth described how random matroids of fixed rank can be generated.
What is the currently the fastest (in terms of mixing behaviour) known way to sample matroids of ...

2
votes

0
answers

65
views

### Are two degree sequences compatible, for random simple graph generation?

Consider a set $V$ of $n$ vertices, and three degree sequences $a_i$, $b_i$ and $c_i$ such that $c_i = a_i+b_i$, $i=1..n$.
Assume these degree sequences are graphical: there exist simple graphs (no ...

3
votes

1
answer

546
views

### Relation between signal derivative and frequency spectrum

I want to sample a signal whose derivative I know to be bounded by physical constraints. The sampling is disturbed by gaussian noise, hence I need to filter the sample with a lowpass filter.
Since I ...

1
vote

1
answer

133
views

### Sampling i.i.d. variables with restrictions

General Problem: Suppose $X_1,\ldots,X_n \sim \mathbb{P}_X^{\otimes n}$ is a finite sequence of i.i.d. (real- or integer-valued) random variables. Suppose $A\subseteq \mathbb{R}^n$ is a set of "...

6
votes

0
answers

257
views

### Probability that a random multigraph is simple

Question.
Consider a given sequence of $n$ integers $d_1$, $d_2$, $\cdots$, $d_n$ with $\sum_i d_i$ even and $d_i\le n$ for all $i$. One may sample a random multi-graph having this degree sequence ...

2
votes

1
answer

616
views

### Interior point of a convex polytope

Suppose the convex polytope is the set of feasible solutions $\mathbf{x}\in\mathbb{R}^n$ for the linear system $\mathbf{A}\mathbf{x}=\mathbf{b}\,,\; \mathbf{A}\in\mathbb{R}^{m\times n}$ subject to ...

0
votes

0
answers

32
views

### Condition on the point cloud matrix making the points "generic" in the uniform sense

For a matrix $X\in\mathbb{R}^{d\times n}$, what condition can I impose on $X$ to make the collection of its columns generic in the sense that they look like the result of uniformly sampling a convex ...

0
votes

0
answers

47
views

### Yates-Grundy draw-by-draw sampling inclusion probabilities

Is there an efficient algorithm to calculate the inclusion probabilities (the probability that an item will be included in a sample) in the Yates-Grundy draw-by-draw sampling?
Sampling description: ...

4
votes

2
answers

682
views

### Invariant measure vs Riemannian measure on Stiefel manifold

I'm interested in sampling uniformly from the Stiefel manifold $V(k, n)$, but while researching how to do this I came to wonder the following.
In Edelman et al. [1] there are presented two ...

1
vote

1
answer

125
views

### Random optimization problem

Let $V$ be a set of $n$-dimensional vectors such that, for each ${\bf v}\in V$ and for each index $i\in [n-1]$, we have $0\le v_{i+1}\le v_i$. Let $P(\cdot)$ be a discrete probability distribution ...

5
votes

1
answer

213
views

### What is the pdf of Laplace distribution conditioned on a plane? How can I sample from it?

Our goal is to sample from the Laplace distribution conditioned on a linear subspace. Here are the details of this problem.
Let
$$p(x) \propto \exp(-\|x\|_1/\sigma)$$
be the pdf of the Laplace ...

-2
votes

1
answer

45
views

### Using common samples to numerically estimate pairwise equality of three random variables

Let $X,Y,Z$ be three discrete random variables which I can numerically sample. I need to numerically estimate the probability that $X=Y$ and the probability that $X=Z$. I would like to know whether ...

2
votes

0
answers

107
views

### Can computers take uniform samples from a polytope?

For each $r \in \mathbb N $ write $\mathbb Z/ 10^r = \{a/10^r: a \in \mathbb Z\}$ and $P(r)$ for the lattice $(\mathbb Z/10^r)^N \subset \mathbb R^N$.
Suppose the plane $P \subset \mathbb R^N$ is ...

1
vote

2
answers

297
views

### Use Importance sampling for multimodal and multivariate distribution draws, how to choose proposal distribution?

I'm in trouble trying to generate samples following a particular distribution which is not numerically known perfectly. Let us consider a $R^n$ space provided with an orthonormal base $( e_{1},...,e_{...

2
votes

2
answers

89
views

### Draw samples from distribitions in the neighborhood of a fixed distribution

Disclaimer
Sorry in advance for vagueness. I'm still trying to get my ideas right on this one.
Setup
So, let $P$ be a distribution on a Euclidean space $X$ with an $\ell_p$ metric, and let $P_\...

8
votes

1
answer

375
views

### Expectation inequality for sampling without replacement

Is the following proposition correct?
$X_1, X_2, X_3$ are uniformly at random sampled from a finite set $\mathcal X$ without replacement.
$f : \mathcal X^2 \rightarrow \mathbb R_{\ge0}$ is symmetric:...

4
votes

1
answer

366
views

### Minimize the variance of a Boltzmann distribution

N.B.: Sorry for cross-posting from https://stats.stackexchange.com/posts/347804/edit (I realized it was the wrong venue for the question, but couldn't find an easy way to transfer the question here).
...

1
vote

1
answer

643
views

### Uniform sampling of random connected graph with given number of vertices/edges

I am looking for algorithms for the exact uniform sampling of connected labelled graphs with $n$ vertices and $m$ edges. By "exact" I mean that every such graph should be generated with precisely (not ...

2
votes

1
answer

68
views

### Sampling with non-uniform probabilities

Let $p_1,p_2,...,p_n$ are given probabilities. ($\sum_{i=1}^n p_i =1, p_i \geq 0 $). Is there any distribution, which picks $k\leq n$ distinct elements from $1,2,...,n$ such that $P(i \in S) = k p_i$ ...

1
vote

1
answer

120
views

### Plancharel-Pólya inequality for functions of exponential type

If $f(z)$ is an entire function of exponential type $\tau$ and $p$ a positive number such that that $$\int_{-\infty}^{+\infty}|f(x)|^pdx<\infty$$
then it can be proven that $$\int_{-\infty}^{+\...

4
votes

1
answer

251
views

### Combinatorial computational problem about 0-1 vectors and sampling algorithms

Let $M \in \{0,1\}^{m\times n}$, where $n\gg 1$ and $m\le n$. A procedure consisting of the following three steps is repeated $t\gg 1$ times:
A row $\require{amsmath} \boldsymbol{r}$ of $M$ picked in ...

1
vote

1
answer

142
views

### Sampling set: relatively dense and uniformly discrete

The Paley-Wiener space of a domain $\Omega\subset\mathbb{R}^d$ is the set $$PW_\Omega:=\{f\in L^2(\mathbb{R}^d):\text{supp}\widehat{f}\subset\Omega\}.$$
We say that a discrete set $\Lambda\subset\...

7
votes

1
answer

630
views

### Randomly covering a sphere

Let $S$ be the $n$-dimensional unit sphere in the Euclidean space. Further,
let $X_1,\ldots,X_k$ and $Y_1,\ldots,Y_m$ be iid $S$-valued random variables with common (unknown) distribution $\mu$. With $...

4
votes

1
answer

1k
views

### How to measure distribution of high-dimensional data

I have to methods of projecting random samples in $\mathbb{R}^n$ onto a manifold defined by $C(q)=0$, which is a lower-dimensional subset. Now, samples in $\mathbb{R}^n$ are uniformly distributed. ...

1
vote

0
answers

44
views

### RMHMC sampling in non-parametric setup

The aim is to sample distributions using Fisher information (as mass matrix in Hamiltonian MCMC sampling). Details can be found in http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.190.580&...

0
votes

0
answers

215
views

### Expected value of parametrized Gibbs distribution w.r.t another probability distribution

Let $\mu$ be a compactly supported probability measure on a finite-dimensional euclidean space (for simplicity) $\mathbb E$, and suppose $\mu$ has density. For a random point $x \sim \mu$,
consider ...

1
vote

1
answer

200
views

### How to sample a path between 2 states in a Markov chain

Given an ergodic Markov chain and 2 states $x$ and $y$, how may one algorithmically sample a path (of finite length) $x =: s_0 \rightarrow s_1 \rightarrow \ldots \rightarrow s_T = y$ between $x$ and $...

1
vote

1
answer

103
views

### Bounding function by random sampling

Let $f(x): \mathbf{C} \to \mathbf{C}$ be a complex valued polynomial of degree $n$, and suppose that for a random point $z$ sampled uniformly from the unit disk $|z|\leq 1$ we have
$$\mathbf{P}_{z}( |...

0
votes

1
answer

144
views

### Efficiently Sampling of Multivariate Distributions in the Vicinity of a Manifold

I am given a multivariate distribution, that maps each point of $\mathbb{R}^n$ to its probability of being drawn as sample and, the convolution $\mathcal{S_r}\times\mathcal{M}$ of a manifold $\mathcal{...

3
votes

1
answer

804
views

### Sampling from a particular multivariate probability distribution

Given $3$ real variables $x_1, x_2, x_3 \equiv \bf{x}$, consider their probability density function (PDF)
\begin{equation}
P({\bf x}) = C \, p(x_1) \cdots p(x_3) \exp[f({\bf x})],
\end{equation}
where ...

1
vote

0
answers

61
views

### 2-step sampling from a conditional density

The setting is as follows:
We are given two random variables $X : \Omega \to \mathbb{R}$ and $\Theta : \Omega \to T$ for some 'parameter space' $T \subset \mathbb{R}$, and
1) we know the density of $...