arXiv Open Access 2018

Sampling on the sphere from $f(x) \propto x^TAx$

Richard Arnold

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Abstrak

A method for drawing random samples of unit vectors $x$ in $R^p$ with density proportional to $x^TAx$ where $A$ is a symmetric, positive definite matrix. Includes an R function which implements the method.

Topik & Kata Kunci

stat.CO

Penulis (1)

Richard Arnold

Format Sitasi

APA MLA BibTeX

Arnold, R. (2018). Sampling on the sphere from $f(x) \propto x^TAx$. https://arxiv.org/abs/1812.10612

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Informasi Jurnal

Tahun Terbit: 2018
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓