Pré-Publication, Document De Travail Année : 2025

Curvature-based rejection sampling

Résumé

The present work introduces curvature-based rejection sampling (CURS). This is a method for sampling from a general class of probability densities defined on Riemannian manifolds. It can be used to sample from any probability density which "depends only on distance". The idea is to combine the statistical principle of rejection sampling with the geometric principle of volume comparison. CURS is an exact sampling method and (assuming the underlying Riemannian manifold satisfies certain technical conditions) it has a particularly moderate computational cost. The aim of the present work is to show that there are many applications where CURS should be the user's method of choice for dealing with relatively low-dimensional scenarios.

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Dates et versions

hal-05332278 , version 1 (26-10-2025)
hal-05332278 , version 2 (27-10-2025)
hal-05332278 , version 3 (05-11-2025)

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  • HAL Id : hal-05332278 , version 2

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Isabella Costa Maia, Marco Congedo, Pedro Luiz Coelho Rodrigues, Salem Said. Curvature-based rejection sampling. 2025. ⟨hal-05332278v2⟩
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