How to fit a hyperspher​e/hyperell​ipsoid when I have sample data points?

Hello,

I have a set of 1000 samples each of which is 4-Dimensional. I want to fit a hypercube/hyperellipsoid to fit these sample points. I am trying to use this to generate uniformly distributed initial points for my optimization.

Answer 1

[Martti K]

See https://se.mathworks.com/matlabcentral/fileexchange/59186-hyperellipsoidfit for fitting a quardic surface to the datapoints. That assumes the datapoints are on ellipsoids surface.