Deterministic Sampling of Arbitrary Densities Using Equal Sphere Packing of Volume under the Density (PoVuD)

Daniel Frisch, Uwe D. Hanebeck

Abstract: We present a new deterministic sampling method for arbitrary densities, unnormalized densities, and likelihoods. Our rejection-free and kernel-free method uses dense equal sphere packing of the volume under the density function (PoVuD). In order to obtain an ensemble that is better than independent random particles, we enforce some local homogeneity.