[R] sampling from the unoform distrubuton over a convex hull

Alberto Vieira Ferreira Monteiro albmont at centroin.com.br
Sat Mar 24 15:57:14 CET 2007


Duncan Murdoch wrote:
>
> Suggestion:  Find a rectangular region containing the hull, and sample
> uniformly there.  Accept points that don't expand the hull of the
> original points.
>
This is a feasible solution only in lower dimensions; the area of the
convex hull can become exponentially small relative to its external
rectangle. For example, if the convex hull is approximately spherical,
the relation of the (hyper)volumes are (time to summon Wikipedia)...
http://en.wikipedia.org/wiki/Hypersphere#Hyperspherical_volume
...

Volume.ratio <- pi^(n/2) * 2^(-n) / gamma(n/2 + 1)

Even for n = 5 this would be 0.16

The hypervolume of a _hyperpyramidal_ convex hull would be even
worse, as it would be 1/n! (= 1/gamma(n+1)) of the hypervolume of the
hypercube.

Alberto Monteiro



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