An automatic code generator for nonuniform random variate generation

DOI10.1016/S0378-4754(02)00244-6zbMATH Open1018.65010MaRDI QIDQ1873045FDOQ1873045

Authors Josef Leydold, Gerhard Derflinger, Günter Tirler, Wolfgang Hörmann 

Publication date 19 May 2003

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

continuous distributionnonuniform random variate generationtransformed density rejectionuniversal algorithmautomatic code generator

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Packaged methods for numerical algorithms (65Y15) Software, source code, etc. for problems pertaining to probability theory (60-04)

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• A Note on the Generation of Random Normal Deviates
• A rejection technique for sampling from T -concave distributions
• A sweep-plane algorithm for generating random tuples in simple polytopes
• Adaptive Rejection Sampling for Gibbs Sampling
• Automatic sampling with the ratio-of-uniforms method

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(7)

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• Adaptive rejection sampling with fixed number of nodes
• Class library ranlip for multivariate nonuniform random variate generation
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Describes a project that uses

Uses Software

• ANURAN
• UNU.RAN
• Runuran

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