A note on transformed density rejection
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The author describes a version of transformed density rejection method that requires less uniform random numbers. Random variates below the squeeze are generated by inversion. For the expensive part between a squeeze and density an algorithm that uses a covering with triangles is applied. Two detailed algorithms enabling immediate programming are presented.
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- scientific article; zbMATH DE number 1746533 (Why is no real title available?)
- scientific article; zbMATH DE number 1790444 (Why is no real title available?)
- Inverse transformed density rejection for unbounded monotone densities
- Short universal generators via generalized ratio-of-uniforms method
- Modification of geometrical program modules, tied with construction of modelled probabilistic densities
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