A simple acceptance-rejection method to simulate a vector (boldsymbol{X}) in the unit (d)-ball (left{boldsymbol{x} in mathbb{R}^{d} ight.)
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A simple acceptance-rejection method to simulate a vector \(\boldsymbol{X}\) in the unit \(d\)-ball \(\left\{\boldsymbol{x} \in \mathbb{R}^{d}\right.\) : \(\|x\| \leqslant 1\}\) is to first generate \(\boldsymbol{X}\) uniformly in the hyper cube \([-1,1]^{d}\) and then to accept the point only if \(\|X\| \leqslant 1\). Determine an analytic expression for the probability of acceptance as a function of \(d\) and plot this for \(d=1, \ldots, 50\).
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Data Science And Machine Learning Mathematical And Statistical Methods
ISBN: 9781118710852
1st Edition
Authors: Dirk P. Kroese, Thomas Taimre, Radislav Vaisman, Zdravko Botev
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