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arXiv:1206.6913math.ST

Sampling From A Manifold

Persi Diaconis, Susan Holmes, Mehrdad Shahshahani

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Abstract

We develop algorithms for sampling from a probability distribution on a submanifold embedded in Rn. Applications are given to the evaluation of algorithms in 'Topological Statistics'; to goodness of fit tests in exponential families and to Neyman's smooth test. This article is partially expository, giving an introduction to the tools of geometric measure theory.

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math.STStatistics Theory

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  1. How to generate uniformly random points on n-spheres and in n-balls 1 comment

    • If you're interested in things like this, you might like to read the paper of Diaconis, Holmes, and Shashahani on sampling from a manifold. https://arxiv.org/abs/1206.6913

      montefischerView on HNParent context

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