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N dimension random distribution with constraints

0

$begingroup$

I am trying to draw $M$ random/semi-random numbers in $N$ dimensions applying some constraints. For instants I have a method that "selects" only the right points, but I am sure that it can be done directly with a mathematical approach.
Here is an example of my problem:
I use a Halton sequence in two dimensions to draw a low-discrepancy distribution of points between $x,yin[0,2]$. Then I filter the points applying these constraints:
$$
-x+y leq 1\
-x+y geq -1\
x+y leq 3\
x+y geq 1
$$
And I obtain the following result:
2D Halton distribution

Could someone help me with the mathematical approach or point me to some references?

probability-distributions random sampling constraints

share|cite|improve this question

edited yesterday

Lee David Chung Lin

4,50841342

asked Mar 26 at 9:28

linksselinksse

13

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  Maybe you can try the statistics site.
  $endgroup$
  – Lee David Chung Lin
  yesterday
  

  
  
  
  

add a comment | 

0

$begingroup$

I am trying to draw $M$ random/semi-random numbers in $N$ dimensions applying some constraints. For instants I have a method that "selects" only the right points, but I am sure that it can be done directly with a mathematical approach.
Here is an example of my problem:
I use a Halton sequence in two dimensions to draw a low-discrepancy distribution of points between $x,yin[0,2]$. Then I filter the points applying these constraints:
$$
-x+y leq 1\
-x+y geq -1\
x+y leq 3\
x+y geq 1
$$
And I obtain the following result:
2D Halton distribution

Could someone help me with the mathematical approach or point me to some references?

probability-distributions random sampling constraints

share|cite|improve this question

edited yesterday

Lee David Chung Lin

4,50841342

asked Mar 26 at 9:28

linksselinksse

13

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  Maybe you can try the statistics site.
  $endgroup$
  – Lee David Chung Lin
  yesterday
  

  
  
  
  

add a comment | 

$begingroup$

I am trying to draw $M$ random/semi-random numbers in $N$ dimensions applying some constraints. For instants I have a method that "selects" only the right points, but I am sure that it can be done directly with a mathematical approach.
Here is an example of my problem:
I use a Halton sequence in two dimensions to draw a low-discrepancy distribution of points between $x,yin[0,2]$. Then I filter the points applying these constraints:
$$
-x+y leq 1\
-x+y geq -1\
x+y leq 3\
x+y geq 1
$$
And I obtain the following result:
2D Halton distribution

Could someone help me with the mathematical approach or point me to some references?

probability-distributions random sampling constraints

share|cite|improve this question

edited yesterday

Lee David Chung Lin

4,50841342

asked Mar 26 at 9:28

linksselinksse

13

$endgroup$

share|cite|improve this question

edited yesterday

Lee David Chung Lin

4,50841342

asked Mar 26 at 9:28

linksselinksse

13

share|cite|improve this question

edited yesterday

Lee David Chung Lin

4,50841342

asked Mar 26 at 9:28

linksselinksse

13

edited yesterday

Lee David Chung Lin

4,50841342

edited yesterday

Lee David Chung Lin

4,50841342

asked Mar 26 at 9:28

linksselinksse

13

asked Mar 26 at 9:28

linksselinksse

13