Sampling some truncated distributions via rejection algorithms

DOI10.1080/03610918.2010.484117MaRDI QIDQ3589992zbMATH OpenOpenAlexFDO

Authors Paul Damien, Thomas S. Shively, Purushottam W. Laud

Publication date 17 September 2010

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2010.484117

zbMATH Keywords

Markov chain Monte CarloGibbs samplertail probabilitiestruncated densities

Mathematics Subject Classification ID

Bayesian inference (62F15) Censored data models (62N01) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory, sample surveys (62D05) Nonparametric inference (62G99)

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Cites work

• Adaptive Rejection Sampling for Gibbs Sampling

Cited in

(10)

• A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
• A theory of truncated inverse sampling
• A new approach to finding sampling distribution for truncated laws
• scientific article; zbMATH DE number 883615 (Why is no real title available?)
• Some design properties of a rejective sampling procedure
• Anticipated rejection algorithms and the Darling-Mandelbrot distribution
• A rejection technique for sampling from T -concave distributions
• Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints
• Random sampling from a truncated bivariate normal distribution
• Perfectly random sampling of truncated multinormal distributions

Describes a project that uses

Uses Software

• Ziggurat

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