A simple method for rejection sampling efficiency improvement on SIMT architectures

DOI10.1007/S11222-021-10003-ZzbMATH Open1476.62019OpenAlexW3142576394MaRDI QIDQ2058742FDOQ2058742

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

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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)

Cites Work

• Title not available (Why is that?)
• An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes
• Handbooks in operations research and management science: Simulation
• A simple method for generating gamma variables
• Exponentiated Geometric Distribution: Another Generalization of Geometric Distribution
• The Mean, Median, and Mode of Unimodal Distributions:A Characterization
• Some Computer Organizations and Their Effectiveness
• GPU-accelerated Gibbs sampling: a case study of the horseshoe probit model

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