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The act of generating a sequence of numbers or symbols randomly, or (almost always) pseudo-randomly; i.e., with lack of any predictability or pattern.

13 votes
1 answer
995 views

How to sample uniformly from the surface of a hyper-ellipsoid (constant Mahalanobis distance)?

In a real-valued multivariate case, is there a way to uniformly sample the points from the surface where the Mahalanobis distance from the mean of the is a constant? EDIT: This just boils down to sa …