Algorithm 955

DOI10.1145/2699466zbMath1347.65019OpenAlexW2292877730WikidataQ113310264 ScholiaQ113310264MaRDI QIDQ2828169

Michael B. Giles

Publication date: 24 October 2016

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2699466

zbMATH Keywords

Poisson distributionCUDAGPU

Mathematics Subject Classification ID

Numerical algorithms for specific classes of architectures (65Y10)

Related Items

Pseudo-Marginal Inference for CTMCs on Infinite Spaces via Monotonic Likelihood Approximations ⋮ Asymptotic expansions for the incomplete gamma function in the transition regions ⋮ Optimising Poisson bridge constructions for variance reduction methods ⋮ Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks ⋮ Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems ⋮ Analysis of Nested Multilevel Monte Carlo Using Approximate Normal Random Variables

Uses Software

• NAG
• CUDA
• Algorithm 955
• libquadmath
• AS 241

Cites Work

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• Expected time analysis of a simple recursive Poisson random variate generator
• Stochastic simulation: Algorithms and analysis
• Computation of the incomplete gamma function ratios and their inverse
• A Computational Procedure for Incomplete Gamma Functions
• Computer Generation of Poisson Deviates from Modified Normal Distributions
• Asymptotic Inversion of Incomplete Gamma Functions
• The Asymptotic Expansion of the Incomplete Gamma Functions
• Efficient and Accurate Algorithms for the Computation and Inversion of the Incomplete Gamma Function Ratios