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arXiv · 2608.15170

Quantile-stratified sampling for multivariate normal simulations and other multivariate distributions

Ben O'Neill
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Abstract

In this paper we show how to extend quantile-stratified sampling to produce simulations from various multivariate distributions. These simulations have desirable space-filling and coverage properties relative to simulation using IID sampling. We examine the coverage performance of these simulations against IID sampling by looking at plots of ordered log-density values from the simulations.

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Ben O'Neill. 2026-08-15. Quantile-stratified sampling for multivariate normal simulations and other multivariate distributions. https://arxiv.org/abs/2608.15170

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