Description
Currently the UnitBallSampler uses n+2 normalised Gaussian deviates for sampling in n dimensions. An alternative algorithm is to use n normalised Gaussian deviates and one exponential deviate, see BallPointPicking (wolfram).
The new ziggurat exponential sampler is as fast as the ziggurat Gaussian sampler. Changing the algorithm should result in faster sampling.
Attachments
Issue Links
- is related to
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RNG-128 UnitBallSampler
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- Closed
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