A Fast algorithm for generating a uniform distribution inside a high dimensional polytope
Mar, 2000Citations per year
Abstract:
We describe a uniformly fast algorithm for generating points \vec{x} uniformly in a hypercube with the restriction that the difference between each pair of coordinates is bounded. We discuss the quality of the algorithm in the sense of its usage of pseudo-random source numbers, and present an interesting result on the correlation between the coordinates.References(4)
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