Efficient and Accurate Parallel Inversion of the Gamma Distribution (Q5251926)

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scientific article; zbMATH DE number 6438326
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Efficient and Accurate Parallel Inversion of the Gamma Distribution
scientific article; zbMATH DE number 6438326

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    Efficient and Accurate Parallel Inversion of the Gamma Distribution (English)
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    21 May 2015
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    gamma distribution
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    quantile function
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    inverse CDF
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    parallel inversion
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    GPU
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    CUDA
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    quantile mechanics
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    Monte Carlo
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    copula
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    quantus
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    random number generation
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    algorithm
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