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

Radoslav Harman and Vladimír Lacko

Journal of Multivariate Analysis, 2010, vol. 101, issue 10, 2297-2304

Abstract: 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.

Keywords: n-ball; n-sphere; Uniform; distribution; Beta; distribution; Normal; distribution; Monte; Carlo; Simulation (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (9)

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