New sampling techniques for calculation of Dirichlet probabilities

zbMATH Open1085.62063MaRDI QIDQ2583301FDOQ2583301

Authors: Ashraf A. Gouda, Tamás Szántai 

Publication date: 16 January 2006

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Recommendations

• A new sampling method in the DIRECT algorithm
• Sampling Formulae Arising from Random Dirichlet Populations
• DIRICHLET-RELATED PROBABILITY PROBLEMS AND NEW TOOLS FOR SOLVING THEM
• Dirichlet random samplers for multiplicative structures
• Quota sampling for multinomial via Dirichlet
• On numerical calculation of probabilities according to Dirichlet distribution
• Algorithms and Computation

zbMATH Keywords

multivariate normal distributionDirichlet distributionimportance samplingcrude Monte Carlo simulationsequential conditioned sampling

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Monte Carlo methods (65C05)

Cited In (5)

• Stochastic sensitivity analysis of concentration measures
• Quota sampling for multinomial via Dirichlet
• Scenario Min-Max Optimization and the Risk of Empirical Costs
• Direct sampling with a step function
• On numerical calculation of probabilities according to Dirichlet distribution

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