Adaptive rejection sampling with fixed number of nodes

DOI10.1080/03610918.2017.1395039MaRDI QIDQ5086182zbMATH OpenOpenAlexWikidataFDO

Authors Luca Martino, Francisco Louzada

Publication date 1 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1509.07985

zbMATH Keywords

adaptive rejection samplingMonte Carlo methodsrejection sampling

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Cites work

• A generalization of the adaptive rejection sampling algorithm
• A rejection technique for sampling from T -concave distributions
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Adaptive Rejection Sampling for Gibbs Sampling
• An automatic code generator for nonuniform random variate generation
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• Independent Doubly Adaptive Rejection Metropolis Sampling Within Gibbs Sampling

Cited in

(3)

• Extremely efficient acceptance-rejection method for simulating uncorrelated Nakagami fading channels
• Automated generation of initial points for adaptive rejection sampling of log-concave distributions
• Reliable simulation of extremely-truncated log-concave distributions

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