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Generating uniform random vectors over a simplex with implications to the volume of a certain polytope and to multivariate extremes.

Shmuel OnnIshay Weissman
Published in: Ann. Oper. Res. (2011)
Keyphrases
  • random vectors
  • random variables
  • marginal distributions
  • stable set
  • lattice points
  • convex hull
  • decision trees
  • wavelet transform
  • linear programming
  • linear combination