An Efficient Method for Generating Discrete Random Variables with General Distributions
From MaRDI portal
Publication:3542210
DOI10.1145/355744.355749zbMath1148.65301OpenAlexW2065221212MaRDI QIDQ3542210
Publication date: 29 November 2008
Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/355744.355749
Related Items
Finitizing power series distributions ⋮ Algorithms for generating random variables with a rational probability-generating function ⋮ A Fast Stratified Sampling Simulation of Coagulation Processes ⋮ A one-table method for sampling from continuous and discrete distributions ⋮ Stochastic representation of FGM copulas using multivariate Bernoulli random variables ⋮ Dynamic sampling from a discrete probability distribution with a known distribution of rates ⋮ The computer generation of multinomial random variates ⋮ Sampling from the generalized logarithmic series distribution ⋮ Random variate generation for unimodal and monotone densities ⋮ Multiple use of random numbers in discrete-event simulation ⋮ An efficient algorithm for counting Markov equivalent DAGs ⋮ Kleinberg's grid unchained ⋮ Sampling from binomial and Poisson distributions: a method with bounded computation times ⋮ Parallel Weighted Random Sampling ⋮ Computer methods for efficient sampling from largely arbitrary statistical distributions ⋮ Photon transport physics in Serpent 2 Monte Carlo code ⋮ Generation of discrete random variables in scalable frameworks ⋮ The generation of binomial random variates ⋮ Sparse random feature maps for the item-multiset kernel ⋮ Application of finitized power series distributions to accelerated variate generation. Part II: the case of the logarithmic distribution ⋮ Simulation of close-to-reality population data for household surveys with application to EU-SILC ⋮ The divide-and-conquer sequential Monte Carlo algorithm: theoretical properties and limit theorems ⋮ Lossy compression approach to subspace clustering ⋮ Efficient importance sampling in low dimensions using affine arithmetic ⋮ Implementing Markovian models for extendible Marshall-Olkin distributions ⋮ Unnamed Item ⋮ On Approximating the Number of $k$-Cliques in Sublinear Time ⋮ Massively Parallel Construction of Radix Tree Forests for the Efficient Sampling of Discrete or Piecewise Constant Probability Distributions ⋮ A range reduction method for generating discrete random variables ⋮ An economical method for random number generation and a normal generator ⋮ The ratio of uniforms approach for generating discrete random variates ⋮ Generating random numbers by adapted rejection ⋮ On the exact simulation of functionals of stationary Markov chains ⋮ Practical algorithms for generating a random ordering of the elements of a weighted set ⋮ Perfect simulation of a class of stochastic hybrid systems with an application to peer to peer systems ⋮ Inexact variable metric stochastic block-coordinate descent for regularized optimization ⋮ Generalized Poisson Random Variate Generation ⋮ Validating an agent-based model of the Zipf's law: a discrete Markov-chain approach ⋮ The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution ⋮ On construction and simulation of count data models ⋮ Backward coupling in bounded free-choice nets under Markovian and non-Markovian assumptions ⋮ Computer generation of generalized negative binomial deviates ⋮ On the convergence of the cross-entropy method ⋮ Unnamed Item ⋮ Random-Bit Optimal Uniform Sampling for Rooted Planar Trees with Given Sequence of Degrees and Applications ⋮ Robustness of some non‐uniform random variate generators ⋮ Order-\(n\) cluster Monte Carlo method for spin systems with long-range interactions ⋮ Order-Preserving Symmetric Encryption ⋮ C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions ⋮ Simulating from a multinomial distribution with large number of categories ⋮ Sparse Partially Collapsed MCMC for Parallel Inference in Topic Models ⋮ Adaptive concepts for stochastic partial differential equations ⋮ An alias method for sampling from the normal distribution ⋮ Unnamed Item ⋮ Evaluating Reliability of Stochastic Flow Networks ⋮ Capacity Expansion in Stochastic Flow Networks ⋮ Complete optimization of a discrete stochastic numerical procedure for globally estimating the solution of an integral equation of the second kind ⋮ On computer sampling from trivariate and multivariate discrete distributions ⋮ RWNE: A Scalable Random-Walk based Network Embedding Framework with Personalized Higher-order Proximity Preserved ⋮ Modeling and Generating Stochastic Inputs for Simulation Studies ⋮ Grid methods in simulation and random variate generation ⋮ Perfect sampling of Jackson queueing networks ⋮ Simulation of some spatial hard core models, and the complete packing problem ⋮ Discrete random variate generation using uniformization ⋮ Systematic Alias Sampling ⋮ Using genetic algorithms for single-machine bicriteria scheduling problems ⋮ Computer generation of hypergeometric random variates†
