Sampling from a Manifold
Persi W. Diaconis, Susan Holmes, Mehrdad Shahshahani · Institute of Mathematical Statistics collections · 2013
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.