On decompositional algorithms for uniform sampling from n-spheres and n-balls

We describe a universal conditional distribution method for uniform sampling from n-spheres and n-balls, based on properties of a family of radially symmetric multivariate distributions. The method provides us with a unifying view on several known algorithms as well as enabling us to construct novel variants. We give a numerical comparison of the known and newly proposed algorithms for dimensions 5, 6 and 7.

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Year of publication:	2010
Authors:	Harman, Radoslav ; Lacko, Vladimír
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 10, p. 2297-2304
Publisher:	Elsevier
Keywords:	n-ball n-sphere Uniform distribution Beta distribution Normal distribution Monte Carlo Simulation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008861603