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  1. Commons RNG
  2. RNG-153

Update the UnitBallSampler method to use an exponential deviate

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Details

    • Improvement
    • Status: Closed
    • Trivial
    • Resolution: Implemented
    • 1.4
    • 1.4
    • sampling
    • None

    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.

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          is related to

          Improvement - An improvement or enhancement to an existing feature or task. RNG-128 UnitBallSampler

          • Minor - Minor loss of function, or other problem where easy workaround is present.
          • Closed

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              Unassigned Unassigned
              aherbert Alex Herbert
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                Created:
                Updated:
                Resolved: