Sampling according to difference in function value

Hello

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?

Answer 1

[per isakson]

A homemade approach

%%Sample data that better fits the tooltip display
x = randi([1,100],[1,20]);  % 100 is magic number
x = sort(x);
dx = x - x(1) + 4;  % 4 is magic number
f = @(d) 1./(d.*d); % "much smaller probability"
csf = [ 0, cumsum( f(dx) ) / sum(f(dx)) ];
is = histc( rand, csf ) == 1;
disp( x(is) )

"other values should have a probability proportional to the difference in function value to the lowest value." &nbsp I don't understand the descripton on how to calculate the weight. However, replacing &nbsp f = @(d) 1./(d.*d); &nbsp by &nbsp f = @(d) 1./d; &nbsp may be closer.

But make sure to check Random Weighted Selection by Adam Gripton and the Matlab documentation.