vendredi 17 juin 2016

Sampling according to difference in function value

I have 20 values x1,...x20. Each value is between 0 and 1, for example 0.22,0.23,0.25,...

x = rand(20,1);
x = sort(x);

Now I would like to choose one data point but not uniform at random. The data point with the lowest value should have the highest probability and the other values should have a probability proportional to the difference in function value to the lowest value.

For example, if the lowest function value is 0.22, a data point with a function value of 0.23 has a difference to the best value of 0.23 - 0.22 = 0.01 and should therefore have a probability similar to the 0.22 value. But a value of 0.3 has a difference of 0.3 - 0.22 = 0.08 and should therefore have a much smaller probability.

How can this be done?




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