Empirical supremum rejection sampling

DOI10.1093/BIOMET/89.4.745MaRDI QIDQ4455368zbMATH OpenOpenAlexFDO

Authors James G. Booth, Brian Caffo, A. C. Davison

Publication date 16 March 2004

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://infoscience.epfl.ch/record/84868/files/890745.pdf

zbMATH Keywords

accept-rejectcandidate distributionMonte Carlosample maximumsuper-efficient estimator

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Asymptotic distribution theory in statistics (62E20) Statistical distribution theory (62E99) Parametric inference (62F99) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(14)

• Honest exploration of intractable probability distributions via Markov chain Monte Carlo.
• Automated rejection sampling from product of distributions
• A simple method for rejection sampling efficiency improvement on SIMT architectures
• Two part envelopes for rejection sampling of some completely random measures
• A new rejection sampling method without using hat function
• Another look at rejection sampling through importance sampling
• Layer sampling
• Sampling some truncated distributions via rejection algorithms
• Approximating Hidden Gaussian Markov Random Fields
• Adaptive Rejection Sampling for Gibbs Sampling
• Ascent-Based Monte Carlo Expectation– Maximization
• Inference on the strength of balancing selection for epistatically interacting loci
• Inference on the strength of balancing selection for epistatically interacting loci
• A copula model for marked point process with a terminal event: an application in dynamic prediction of insurance claims

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