On decompositional algorithms for uniform sampling from n-spheres and n-balls

Authors:
Radoslav Harman;Vladimír Lacko
Affiliations:
-;-
Venue:
Journal of Multivariate Analysis
Year:
2010

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Abstract

We describe a universal conditional distribution method for uniform sampling from n-spheres and n-balls, based on properties of a family of radially symmetric multivariate distributions. The method provides us with a unifying view on several known algorithms as well as enabling us to construct novel variants. We give a numerical comparison of the known and newly proposed algorithms for dimensions 5, 6 and 7.