The acceptance-rejection method for low-discrepancy sequences
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Publication:293509
DOI10.1515/mcma-2016-0104zbMath1405.65013arXiv1403.5599OpenAlexW1665171140MaRDI QIDQ293509
Giray Ökten, Nguyet Thanh Nguyen
Publication date: 9 June 2016
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.5599
gamma distributionlow-discrepancy sequencesvariance gamma modelquasi-Monte Carlobeta distributionacceptance-rejection method
Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)
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Uses Software
Cites Work
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