Sampling on the sphere from f(x) ∝ x^TAx

12/27/2018

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A method for drawing random samples of unit vectors x in R^p with density proportional to x^TAx where A is a symmetric, positive definite matrix. Includes an R function which implements the method.

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Sampling on the sphere from f(x) ∝ x^TAx

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Sampling on the sphere from f(x) ∝ x^TAx

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