Automated generation of initial points for adaptive rejection sampling of log-concave distributions

DOI10.1007/S11222-024-10425-5MaRDI QIDQ6570333zbMATH OpenFDO

Authors Jonathan G. James

Publication date 10 July 2024

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

Full work available at URL https://doi.org/10.1007/S11222-024-10425-5

zbMATH Keywords

adaptive rejection samplingGibbs samplingMonte Carlo methods

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Recommendations

• A generalization of the adaptive rejection sampling algorithm
• Adaptive Rejection Sampling for Gibbs Sampling
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• Bayesian inference using adaptive sampling
• Transformed density rejection with inflection points

Cites work

• A generalization of the adaptive rejection sampling algorithm
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Adaptive Rejection Sampling for Gibbs Sampling
• Adaptive rejection sampling with fixed number of nodes
• Independent Doubly Adaptive Rejection Metropolis Sampling Within Gibbs Sampling
• Monte Carlo statistical methods
• Statistical Models

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