Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: uniform generation of discrete multinomial probability distributions
Replies: 0  

Advanced Search

Back to Topic List Back to Topic List  
karmapolice

Posts: 1
Registered: 4/11/13
uniform generation of discrete multinomial probability distributions
Posted: Apr 11, 2013 8:21 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Hello everybody.
I need to generate random discrete multinomial probability distributions of a big size (20 probability values each, more or less), and these generated distributions must be uniformly distributed.
Simple methods like generating random numbers and normalizing after do not work well, as they introduce a big bias.
I found just this one paper about the problem

http://www.cs.cmu.edu/~nasmith/papers/smith+tromble.tr04.pdf

where the authors show that their algorithm works for distributions with three values (Figure 3, last page), but I have tested it for bigger sizes (20, as mentioned above) and a big bias is introduced.

¿Does anyone know the state-of-the-art or some work about this problem?

Thank you very much.



Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.