An O (n) algorithm for generating uniform random vectors in n-dimensional cones

DOI10.1007/S13171-025-00387-9MaRDI QIDQ6924176zbMATH OpenFDO

Authors Arun I., Murugesan Venkatapathi

Publication date 30 September 2025

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S13171-025-00387-9

zbMATH Keywords

high dimensionsMonte Carlorandom searchspherical cap

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Randomized algorithms (68W20)

Cites work

• A Note on the Generation of Random Normal Deviates
• A Sample Approximation Approach for Optimization with Probabilistic Constraints
• An algorithm for estimating non-convex volumes and other integrals in \(n\) dimensions
• Behavior of the NORTA method for correlated random vector generation as the dimension increases
• Generating uniform random points inside a cone
• Numerical analysis of non-uniform sampling problem
• On the Complexity of Computing the Volume of a Polyhedron
• Optimizing large on-demand transportation systems through stochastic conic programming
• Random Search Algorithms with Sufficient Descent for Minimization of Functions
• Random variate generation by numerical inversion when only the density is known
• Random walks and anO*(n5) volume algorithm for convex bodies
• Robust estimators in high-dimensions without the computational intractability
• Universal nonuniform random vector generator based on acceptance-rejection

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