A fast algorithm for generating a uniform distribution inside a high-dimensional polytope
نویسندگان
چکیده
We describe a uniformly fast algorithm for generating points ~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. ∗ [email protected] † [email protected]
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