Open Access
VOL. 10 | 2013 Sampling from a Manifold
Persi Diaconis, Susan Holmes, Mehrdad Shahshahani

Editor(s) Galin Jones, Xiaotong Shen

Inst. Math. Stat. (IMS) Collect., 2013: 102-125 (2013) DOI: 10.1214/12-IMSCOLL1006

Abstract

We develop algorithms for sampling from a probability distribution on a submanifold embedded in $\mathbb{R}^{n}$. Applications are given to the evaluation of algorithms in ‘Topological Statistics’; to goodness of fit tests in exponential families and to Neyman’s smooth test. This article is partially expository, giving an introduction to the tools of geometric measure theory.

Information

Published: 1 January 2013
First available in Project Euclid: 23 September 2013

zbMATH: 1356.62015

Digital Object Identifier: 10.1214/12-IMSCOLL1006

Subjects:
Primary: 60K35 , 60K35
Secondary: 60K35

Keywords: conditional distribution , geometric measure theory , Manifold , sampling

Rights: Copyright © 2013, Institute of Mathematical Statistics

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