Independent random sampling methods

DOI10.1007/978-3-319-72634-2MaRDI QIDQ4643922zbMATH OpenOpenAlexFDO

Authors Luca Martino, David Luengo, Joaquín Míguez

Publication date 29 May 2018

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

Full work available at URL https://doi.org/10.1007/978-3-319-72634-2

zbMATH Keywords

choice of application examplescomparisions with non-independent samplerscomputational statisticscomputer modelingindependent and exact sampling methodsMATLAB code onlineMonte Carlo methodnew and flexible adaptive samplerspseudo-random number generationrandom number generationrandom sampling methods

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Sampling theory, sample surveys (62D05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cited in

(14)

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• Sampling Techniques for supervised or unsupervised tasks
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• BookIndRandSamplingMethods
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• A novel version for three-player gambler's ruin problem
• scientific article; zbMATH DE number 7559204 (Why is no real title available?)
• Mezcla de Gompertz para modelar la evolución de la dinámica del COVID-19
• A practical algorithm for volume estimation based on billiard trajectories and simulated annealing
• Reliable simulation of extremely-truncated log-concave distributions
• Generating copula-correlated random variables: a sequential acceptance-rejection method
• Adaptive posterior distributions for uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals
• Rejection sampling with vertical weighted strips

Describes a project that uses

Uses Software

• Matlab

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