random points on spheres

Series: blog

If you are into the computing about randomness and statistics, then Dr Martin Roberts blog extreme learning might be interesting.

I was trying to improve the performance of a Monte Carlo method over a sphere. Since I didn’t want to correct for a uneven distribution: I did a small deep dive how to uniformly sample from (high-dimensional) spheres. Then I found the How to generate uniformly random points on n-spheres and in n-balls article and from there the blog. Obviously I liked the comparison and focus on performance for algorithms, esp. for fixed (small) dimensions. Unfortunately a few visualizations are broken.

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