A generalization of the adaptive rejection sampling algorithm

DOI10.1007/S11222-010-9197-9MaRDI QIDQ637995zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Luca Martino, Joaquín Míguez

Publication date 8 September 2011

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10016/16624

zbMATH Keywords

algorithmGibbs samplingnumerical examplerejection samplingsensor networksMonte Carlo integrationtarget localizationadaptive rejection sampling

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 5823062 (Why is no real title available?)
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• scientific article; zbMATH DE number 5204924 (Why is no real title available?)
• A rejection technique for sampling from T -concave distributions
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Adaptive Rejection Sampling for Gibbs Sampling
• Recursive Monte Carlo filters: algorithms and theoretical analysis

Cited in

(17)

• A modified adaptive accept–reject algorithm for univariate densities with bounded support
• Adaptive rejection sampling with fixed number of nodes
• Layered adaptive importance sampling
• Automated generation of initial points for adaptive rejection sampling of log-concave distributions
• Generalized rejection sampling schemes and applications in signal processing
• Anticipated rejection algorithms and the Darling-Mandelbrot distribution
• A minimax near-optimal algorithm for adaptive rejection sampling
• Quantile regression in random effects meta-analysis model
• Generalized accept-reject sampling schemes
• A simple method for rejection sampling efficiency improvement on SIMT architectures
• Direct sampling with a step function
• Adaptive Rejection Sampling for Gibbs Sampling
• A new rejection sampling method without using hat function
• Automated rejection sampling from product of distributions
• Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2
• scientific article; zbMATH DE number 7088254 (Why is no real title available?)
• The Modified-Half-Normal distribution: Properties and an efficient sampling scheme

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