A rejection technique for sampling from log-concave multivariate distributions

DOI10.1145/290274.290287MaRDI QIDQ4510530zbMATH OpenOpenAlexFDO

Authors Josef Leydold

Publication date 29 October 2000

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/290274.290287

zbMATH Keywords

algorithmsblack box methodmultivariate log-concave distributionsrandom number generationrejection methodsampling

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10)

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(9)

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• Automated rejection sampling from product of distributions
• Layer sampling
• A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
• A note on generating random variables with log-concave densities
• A rejection technique for sampling from T -concave distributions
• A general approach to generate random variates for multivariate copulae
• Generating random variates from a bicompositional Dirichlet distribution
• Bayesian analysis of least absolute relative error regression

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