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Notice how the rejection method becomes useless for higher dimensions. https://en.m.wikipedia.org/wiki/Curse_of_dimensionality https://en.m.wikipedia.org/wiki/
by machiavelli1024 8y ago
Notice how the rejection method becomes useless for higher dimensions.
https://en.m.wikipedia.org/wiki/Curse_of_dimensionality https://en.m.wikipedia.org/wiki/Curse_of_dimensionality
- peteretep 8y agoWhile that's interesting, I'm having a complete lack of imagination fail on why one would be trying to solve this problem for higher dimensions, other than academic pursuits. Could you give a practical example?
- machiavelli1024 8y ago“Sampling from the uniform distribution on the N-dimensional Euclidean ball (the N-ball) and its surface (the N-sphere) is a tool useful in many diverse research fields, for instance Monte Carlo integration in physics, generating random directions for MCMC sampling on bounded regions, generating random correlation matrices, Monte Carlo analysis of random packing on the sphere, generating random rotations in cryptography as well as various simulation studies in statistics” https://www.sciencedirect.com/science/article/pii/S0047259X10001211 https://www.sciencedirect.com/science/article/pii/S0047259X1...