A simple method for rejection sampling efficiency improvement on SIMT architectures

DOI10.1007/S11222-021-10003-ZMaRDI QIDQ2058742zbMATH OpenOpenAlexFDO

Authors Gavin Ridley, Benoit Forget

Publication date 9 December 2021

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

Full work available at URL https://doi.org/10.1007/s11222-021-10003-z

zbMATH Keywords

Monte Carloparallel computingrejection samplingdistributionsgraphics processing unitsSIMT

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parallel numerical computation (65Y05)

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Cites work

• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• A simple method for generating gamma variables
• An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes
• Exponentiated geometric distribution: another generalization of geometric distribution
• GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model
• Handbooks in operations research and management science: Simulation
• Some Computer Organizations and Their Effectiveness
• The Mean, Median, and Mode of Unimodal Distributions:A Characterization

Cited in

(1)

• Lifespan distribution of SIMD groups on a GPU engaged in a class of probabilistic computation

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