Automated rejection sampling from product of distributions

DOI10.1007/BF02892062zbMath1068.65009OpenAlexW2047772406MaRDI QIDQ1775961

Habib Benali, Guillaume Marrelec

Publication date: 20 May 2005

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02892062

zbMATH Keywords

simulationMCMC methodsGibbs samplingrandom number generationexact samplingrejection sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10)

Related Items (2)

Efficient importance sampling in low dimensions using affine arithmetic ⋮ Statistical and deterministic inverse methods in the geosciences: introduction, review, and application to the nonlinear diffusion equation

Uses Software

• BayesDA

Cites Work

• Grid methods in simulation and random variate generation
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• A rejection technique for sampling from log-concave multivariate distributions
• Adaptive Rejection Sampling for Gibbs Sampling
• Numerical Bayesian Methods Applied to Signal Processing
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