Sampling some truncated distributions via rejection algorithms
DOI10.1080/03610918.2010.484117zbMATH Open1195.62073OpenAlexW2166448215MaRDI QIDQ3589992FDOQ3589992
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
Recommendations
- Random sampling from a truncated bivariate normal distribution
- A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
- Random sampling from a truncated multivariate normal distribution
- Empirical supremum rejection sampling
- A rejection technique for sampling from T -concave distributions
Bayesian inference (62F15) Censored data models (62N01) Numerical analysis or methods applied to Markov chains (65C40) Sampling theory, sample surveys (62D05) Nonparametric inference (62G99)
Cites Work
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
- Title not available (Why is that?)
- 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
Uses Software
This page was built for publication: Sampling some truncated distributions via rejection algorithms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3589992)
