Acceptance–Rejection Sampling Made Easy

DOI10.1137/1032082zbMath0711.65002OpenAlexW1968177355MaRDI QIDQ3497105

Bernhard K. Flury

Publication date: 1990

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1032082

zbMATH Keywords

samplingstochastic simulationrandom variable generationMonte Carlo techniquesacceptance-rejection algorithm

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Rare event simulation for large-scale structures with local nonlinearities ⋮ Efficient simulation from a gamma distribution with small shape parameter ⋮ Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference ⋮ Computation of optimal transport and related hedging problems via penalization and neural networks ⋮ Case studies in multivariate-to-anything transforms for partially specified random vector gener\-a\-tion ⋮ Infinite diameter confidence sets in Hedges' publication bias model

This page was built for publication: Acceptance–Rejection Sampling Made Easy