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Results tagged with sampling
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user 1044
31
votes
Accepted
How to generate random points in $\ell_p$ balls?
For arbitrary p, this paper does exactly what you want. Specifically, pick $X_1,\ldots,X_n$ independently with density proportional to $\exp(-|x|^p)$, and $Y$ an independent exponential random variab …
- 11.4k
10
votes
Sampling uniformly from a sphere
If by uniform measure you mean $(n-1)$-dimensional Hausdorff measure on the sphere, the answer is no. As a consequence of the results of this paper by Barthe, Csörnyei, and Naor, under mild regularit …
- 11.4k