Algorithm 955: Approximation of the inverse Poisson cumulative distribution function

DOI10.1145/2699466MaRDI QIDQ2828169zbMATH OpenOpenAlexWikidataFDO

Authors Mike Giles

Publication date 24 October 2016

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/2699466

zbMATH Keywords

Poisson distributionCUDAGPU

Mathematics Subject Classification ID

Numerical algorithms for specific classes of architectures (65Y10)

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Cites work

• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• A Computational Procedure for Incomplete Gamma Functions
• Asymptotic Inversion of Incomplete Gamma Functions
• Computation of the incomplete gamma function ratios and their inverse
• Computer Generation of Poisson Deviates from Modified Normal Distributions
• Efficient and accurate algorithms for the computation and inversion of the incomplete gamma function ratios
• Expected time analysis of a simple recursive Poisson random variate generator
• Fundamentals of queueing theory
• Stochastic simulation: Algorithms and analysis
• The Asymptotic Expansion of the Incomplete Gamma Functions

Cited in

(9)

• Sufficient dimension reduction for a novel class of zero-inflated graphical models
• Analysis of nested multilevel Monte Carlo using approximate normal random variables
• Optimising Poisson bridge constructions for variance reduction methods
• Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks
• Quasi-Monte Carlo methods applied to tau-leaping in stochastic biological systems
• Approximation of an inverse of the incomplete beta function
• An analytical approximation algorithm for inverse incomplete gamma function in STBC recognition
• Pseudo-Marginal Inference for CTMCs on Infinite Spaces via Monotonic Likelihood Approximations
• Asymptotic expansions for the incomplete gamma function in the transition regions

Describes a project that uses

Uses Software

• AS 241
• libquadmath
• Algorithm 955
• CUDA
• NAG

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