Generating Random Points from Arbitrary Distributions for 2D and Up

header_rand_dist

I have already covered how to generate random numbers from arbitrary distributions in the one-dimensional case. Here we look at a generalisation of that method that works for higher dimensions.

The basic trick, while easy to understand, is hard to put in words (without reverting to mathematical equations). For two dimensions, we divide the plane into slices. Each slice is a 1D distribution. We also calculate a distribution from summing the frequencies in each slice. The latter distribution gives us one coordinate, and the appropriate slice to use. The distribution of that slice then gives the second coordinate. All distributions are put into inverse accumulative response curves as was done to generate one-dimensional random numbers. (You should review that before implementing the 2D case).

In more dimensions, we also slice the space up into 1D distributions. Sums of these give us more distributions, which we can sum again, and again, until we reach a single distribution. This is used for the first coordinate, and to determine which distribution to use for the next coordinate. This goes on, until a 1D slice gives us the final coordinate. Again, all distributions are converted to inverse accumulative response curves.

If the above is unclear, I hope the detailed description below clears things up.

Continue reading “Generating Random Points from Arbitrary Distributions for 2D and Up”