A method of generating random vectors with a given probability density function

DOI10.1134/S0005117918090035zbMATH Open1491.65013OpenAlexW2891049628MaRDI QIDQ1992263FDOQ1992263

Authors: A. S. Aliev, B. S. Darkhovskij, Yuri S. Popkov, Alexey Yu. Popkov 

Publication date: 5 November 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117918090035

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zbMATH Keywords

Metropolis-Hastings algorithmrandom vector generation

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Random number generation in numerical analysis (65C10)

Cites Work

• Marginal Likelihood From the Metropolis–Hastings Output
• Equation of state calculations by fast computing machines
• Simulation and the Monte Carlo Method
• Title not available (Why is that?)
• Understanding the Hastings algorithm
• Note on the Sampling Distribution for the Metropolis-Hastings Algorithm

Cited In (13)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Generating random vectors using transformation with multiple roots and its applications
• High-dimensional generation of Bernoulli random vectors
• Entropy-randomized projection
• Entropy-randomized method for the reconstruction of missing data
• Randomly generated distributions
• Comments, Conjectures and Conclusions
• On simulation of random vectors by given densities in regions and on their boundaries
• Title not available (Why is that?)
• Randomized machine learning algorithms to forecast the evolution of thermokarst lakes area in permafrost zones
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• Generating random vectors from a bivariate random walk density function

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