zbMath0593.65005MaRDI QIDQ3723577
Luc P. Devroye
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
On the exact and \(\varepsilon\)-strong simulation of (jump) diffusions,
Estimation of copula-based semiparametric time series models,
Partitions with minimum entropy of regions in \(\mathbb R^{2}\),
Efficient high-dimensional importance sampling,
The acceptance-rejection method for low-discrepancy sequences,
Random walk on semi-cylinders for diffusion problems with mixed Dirichlet-Robin boundary conditions,
An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes,
A parallel implementation of an \(O^\ast(n^4)\) volume algorithm,
The snapping out Brownian motion,
Bayesian estimation of the half-normal regression model with deterministic frontier,
On the efficient numerical solution of lattice systems with low-order couplings,
Modeling international trade data with the Tweedie distribution for anti-fraud and policy support,
Simulations of full multivariate Tweedie with flexible dependence structure,
Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification,
Anomalous transmission and drifts in one-dimensional Lévy structures,
Learning criteria weights of an optimistic Electre Tri sorting rule,
Integrated experimental design and nonlinear optimization to handle computationally expensive models under resource constraints,
Polarimetric SAR image segmentation with B-splines and a new statistical model,
Appendix to ``Approximating perpetuities, Multivariate copulas with quadratic sections in one variable, On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls, Stochastic ellipsoid methods for robust control: Multiple updates and multiple cuts, Q-Gaussian distributions: simplifications and simulations, Hitting time for Bessel processes-walk on moving spheres algorithm (WoMS), A class of bivariate negative binomial distributions with different index parameters in the marginals, Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias, The increment ratio statistic under deterministic trends, An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting, A study of the quantile correlation test for normality, A stochastic model for elasticity tensors with uncertain material symmetries, Modeling defaults with nested Archimedean copulas, On the convergence of quasi-random sampling/importance resampling, Monte Carlo implementation of financial simulation on Cell/B.E. multi-core processor, \(t\)-Copula generation for control variates, Geometric rounding: A dependent randomized rounding scheme, Bayesian inference for power law processes with applications in repairable systems, Sampling schemes for generalized linear Dirichlet process random effects models, A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection, Hierarchical multispectral galaxy decomposition using a MCMC algorithm with multiple temperature simulated annealing, A note on generating random variables with log-concave densities, A generalization of the adaptive rejection sampling algorithm, Generation of three-dimensional random rotations in fitting and matching problems, Meta-analysis of functional neuroimaging data using Bayesian nonparametric binary regression, A class of flexible weighted distributions for modelling and analyzing non-normal data, Generation of amplitude constrained signals with a prescribed spectrum, Some results on the truncated multivariate \(t\) distribution, Latent residual analysis in binary regression with skewed link, Efficiently sampling nested Archimedean copulas, A MCMC-method for models with continuous latent responses, On a link between a species survival time in an evolution model and the Bessel distributions, Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes, Sequential Monte Carlo smoothing for general state space hidden Markov models, Efficient algorithm for generating Maxwell random variables, Exact simulation of jump-diffusion processes with Monte Carlo applications, The generalized lognormal distribution and the Stieltjes moment problem, Estimating velocity for processive motor proteins with random detachment, Unified parallel encoding and decoding algorithms for Dandelion-like codes, Practical algorithms for generating a random ordering of the elements of a weighted set, Random variate generation for Laguerre-type exponentially tilted \(\alpha\)-stable distributions, Extensions of generalized two-qubit separability probability analyses to higher dimensions, additional measures and new methodologies, A Laplace transform inversion method for probability distribution functions, Simple approximations of semialgebraic sets and their applications to control, Calculations of distance distributions and probabilities of binding by Ligands between parallel plane membranes comprising receptors, A Bayesian analysis of a simultaneous equations model for insurance rate-making, Semi-nonparametric estimation of independently and identically repeated first-price auctions via an integrated simulated moments method, Confronting model misspecification in macroeconomics, Evolutionary sampling: a novel way of machine learning within a probabilistic framework, EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION, Slice sampling mixture models, Fast simulation of truncated Gaussian distributions, Stochastic extinction and runaway growth in discrete biological models, Kumaraswamy's distribution: a beta-type distribution with some tractability advantages, Likelihood inference for exchangeable continuous data with covariates and varying cluster sizes; use of the Farlie-Gumbel-Morgenstern model, Selecting and estimating regular vine copulae and application to financial returns, Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme, Reasoning about conditional probabilities in a higher-order-logic theorem prover, Formal reliability analysis of combinational circuits using theorem proving, Uniform design over a convex polyhedron., Consistency of Markov chain quasi-Monte Carlo on continuous state spaces, How to simulate anisotropic diffusion processes on curved surfaces, On a combination method of VDR and patchwork for generating uniform random points on a unit sphere, A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes, Class library ranlip for multivariate nonuniform random variate generation, An exact D-dimensional Tsallis random number generator for generalized simulated annealing, Information bounds and MCMC parameter estimation for the pile-up model, An efficient nonparametric test for bivariate two-sample location problem, A simple generator for discrete log-concave distributions, Wright-Fisher diffusion bridges, Preserving the number of cycles of length \(k\) in a growing uniform permutation, Hotelling's \(T^2\) tests in paired and independent survey samples: an efficiency comparison, Bayesian inference for circular distributions with unknown normalising constants, Random variate generation and connected computational issues for the Poisson-Tweedie distribution, The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method, Sampling from discrete Gaussians for lattice-based cryptography on a constrained device, On a class of multivariate normal selection priors and its applications in Bayesian inference, Stick-breaking representation and computation for normalized generalized gamma processes, Imputation for semiparametric transformation models with biased-sampling data, Transformed density rejection with inflection points, Saddlepoint \(p\)-values for two-sample bivariate tests, On simulation and properties of the stable law, Simulating bessel random variables, A semiparametric model for compositional data analysis in presence of covariates on the simplex., An automatic code generator for nonuniform random variate generation, A probabilistic framework for problems with real structured uncertainty in systems and control, Two-step Dirichlet random walks, Watermelon uniform random generation with applications, Graph Laplacians, nodal domains, and hyperplane arrangements, Designing simple and efficient Markov chain Monte Carlo proposal kernels, De copulis non est disputandum. Copulae: an overview, A one-table method for sampling from continuous and discrete distributions, A quasi-Monte Carlo implementation of the ziggurat method, A simulation technique of a non-Gaussian spatial process, Uniform random generation of words of rational languages, Generating random deviates from multivariate Pearson distributions, On the distribution for the duration of a randomized leader election algorithm, Generation of pseudo-random numbers with the use of inverse chaotic transformation, A stochastic model for multistage tumorigenesis in developing and adult mice, A nonparametric Bayes method for isotonic regression, Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family, Simulating theta random variates, General hit-and-run Monte Carlo sampling for evaluating multidimensional integrals, Improvement of efficiency in generating random \(U(1)\) variables with Boltzmann distribution (von Mises distribution revisited), Exact simulation of the jump times of a class of piecewise deterministic Markov processes, The computer generation of multinomial random variates, Simulation-based Bayesian inferences for two-variance components linear models, On the efficient simulation of a particular class of random rotations relevant to computer graphics, Job search theory, labour supply and unemployement duration, Sampling from the generalized logarithmic series distribution, Monte Carlo methods, Generation of pseudo-random variates with fixed sum and product, Chowdhury and Stedinger's approximate confidence intervals for design floods for a single site., Multivariate nonparametric resampling scheme for generation of daily weather variables, Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary, Nonparametric Bayesian label prediction on a graph, On Monte Carlo methods for estimating ratios of normalizing constants, Localization of the principal Dirichlet eigenvector in the heavy-tailed random conductance model, Simulation of multivariate normal rectangle probabilities and their derivatives. Theoretical and computational results, Random and uniform generation of words, The fitting of parameter-constrained demographic models, Generation of random variates using asymptotic expansions, Fast Gaussian random number generation using linear transformations, Infinite max-margin factor analysis via data augmentation, Bayesian inference of selection in the Wright-Fisher diffusion model, The Istanbul option: Where the standard European option becomes Asian, Hybrid framework for the simulation of stochastic chemical kinetics, Universal smoothing factor selection in density estimation: theory and practice. (With discussion), A preventive maintenance policy for a continuously monitored system with correlated wear indicators, Applications of the characteristic function-based continuum GMM in finance, Generation of the Chapman-Enskog distribution, Some simple methods for generating correlated categorical variates, Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions, Modified maximum likelihood predictors of future order statistics from normal samples, Monte Carlo methods for security pricing, \(\varepsilon\)-strong simulation of the Brownian path, Generation of discrete random variables in scalable frameworks, Flights towards defection in economic transactions, The Kumaraswamy distribution: median-dispersion re-parameterizations for regression modeling and simulation-based estimation, A Bayesian study for the comparison of generalized gamma model with its components, Capacity of random channels with large alphabets, Bayesian modeling of bathtub shaped hazard rate using various Weibull extensions and related issues of model selection, Efficient simulation from a gamma distribution with small shape parameter, Independent sampling for Bayesian normal conditional autoregressive models with OpenCL acceleration, Efficient algorithms for generating truncated multivariate normal distributions, On the generalization of the hazard rate twisting-based simulation approach, A discrepancy bound for deterministic acceptance-rejection samplers beyond \(N^{-1/2}\) in dimension 1, Hierarchical winner-take-all particle swarm optimization social network for neural model fitting, A range reduction method for generating discrete random variables, Anisotropic adaptive kernel deconvolution, Threshold estimation in the log-gamma model, Dropout training for SVMs with data augmentation, Sampling from the \(\mathcal{G}_I^0\) distribution, Bootstrap approximations for Bayesian analysis of \(Geo/G/1\) discrete-time queueing models., A deterministic-stochastic method for computing the Boltzmann collision integral in \(\mathcal{O}(MN)\) operations, A stochastic model for evolution of sociality in insects., Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters, Parameter subset selection techniques for problems in mathematical biology, Stochastic and quasistochastic computations, Artificial Monte Carlo interactions for solving some linear problems, Boltzmann samplers for first-order differential specifications, Quasi-Monte Carlo algorithms for diffusion equations in high dimensions, A QMC approach for high dimensional Fokker-Planck equations modelling polymeric liquids, Estimation of the effective bone-elasticity tensor based on \(\mu\)CT imaging by a stochastic model. A multi-method validation, Extended stochastic gradient identification method for Hammerstein model based on approximate least absolute deviation, Unsupervised data classification using pairwise Markov chains with automatic copulas selection, Simulation input data modeling, Uniform random number generation, Monte Carlo EM estimation for multivariate stable distributions, Bayesian analysis of a self-selection model with multiple outcomes using simulation-based estimation: An application to the demand for healthcare, Computer simulation of geometric stable distributions, Equivariant mappings: A new approach in stochastic simulations, Bayesian prediction of clipped Gaussian random fields., Non-uniform random variate generation by the vertical strip method, A Monte Carlo EM method for estimating multinomial probit models., Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions., Bayesian inference for multivariate survival data with a cure fraction, Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence, Fractional moment estimation of Linnik and Mittag-Leffler parameters, Bootstrap confidence intervals for the simultaneous equations model under heavy-tailed contamination, Bayesian analysis of regression models with spatially correlated errors and missing observations, A new measure of irregularity of distribution and quasi-Monte Carlo methods for global optimization, Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis, The expected bit complexity of the von Neumann rejection algorithm, Generating beta variates via patchwork rejection, Integrating and accelerating tabu search, simulated annealing, and genetic algorithms, Bootstrap based goodness-of-fit-tests, Ewens sampling formulae with and without selection, An improved exact sampling algorithm for the standard normal distribution, A brief and understandable guide to pseudo-random number generators and specific models for security, Model reduction of linear dynamical systems via balancing for Bayesian inference, Secure random sampling in differential privacy, Asymptotic behaviour of sampling and transition probabilities in coalescent models under selection and parent dependent mutations, Continuous simulation of storm processes, Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation, Geometric pattern matching reduces to \(k\)-SUM, Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling, A Gibbs sampling algorithm that estimates the \(Q\)-matrix for the DINA model, Possible world based consistency learning model for clustering and classifying uncertain data, Quality gain analysis of the weighted recombination evolution strategy on general convex quadratic functions, Sparse Bayesian variable selection in kernel probit model for analyzing high-dimensional data, On polytopes in Hurwitz region, A new paradigm for uncertain knowledge representation by plausible Petri nets, Construction of weakly CUD sequences for MCMC sampling, Recycling physical random numbers, A weighted \(k\)-nearest neighbor density estimate for geometric inference, Goodness of fit for the Poisson distribution, An exponential timestepping algorithm for diffusion with discontinuous coefficients, Multivariate composite distributions for coefficients in synthetic optimization problems, Improving the rejection sampling method in quasi-Monte Carlo methods, A unified framework for de-duplication and population size estimation (with discussion), Efficient Bayesian model choice for partially observed processes: with application to an experimental transmission study of an infectious disease, Analytic and asymptotic properties of non-symmetric Linnik's probability densities, Random numbers for parallel computers: requirements and methods, with emphasis on gpus, The walk on moving spheres: a new tool for simulating Brownian motion's exit time from a domain, Uniform sampling on the standard simplex, The measurement of relations on belief functions based on the Kantorovich problem and the Wasserstein metric, Optimising Poisson bridge constructions for variance reduction methods, Regeneration-enriched Markov processes with application to Monte Carlo, Bayesian order-restricted inference of a Weibull multi-step step-stress model, Bayesian analysis of order-statistics models for ranking data, Random variate generation for the truncated negative gamma distribution, Robust portfolio optimization with copulas, Generalized structured additive regression based on Bayesian P-splines, Efficient simulation of complete and censored samples from common bivariate exponential distributions, An efficient algorithm to generate random sphere packs in arbitrary domains, On the flexibility of the design of multiple try Metropolis schemes, Importance analysis for model with mixed uncertainties, Tests for multiple regression based on simplicial depth, Entropy and information content of geostatistical models, Stochastic algorithm for solving transient diffusion equations with a precise accounting of reflection boundary conditions on a substrate surface, General multilevel Monte Carlo methods for pricing discretely monitored Asian options, Research on probabilistic methods for control system design, Fractional normal inverse Gaussian process, Succinct representation of general unlabeled graphs, Expected time analysis of a simple recursive Poisson random variate generator, Towards a ring analogue of the leftover hash lemma, A conformal Skorokhod embedding, Iterative estimation of Sobol' indices based on replicated designs, Bottom-up: a new algorithm to generate random linear extensions of a poset, The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the \(d\)-sphere, Simulating space-time random fields with nonseparable Gneiting-type covariance functions, Toeplitz Monte Carlo, Finitary isomorphisms of Poisson point processes, Infinite polytopes in Hurwitz stability region, Applying Young diagrams to 2-symmetric fuzzy measures with an application to general fuzzy measures, Lower bounds for superpatterns and universal sequences, An efficient numerical strategy to predict the dynamic instabilities of a rubbing system: application to an automobile disc brake system, The horseshoe-like regularization for feature subset selection, Bayesian bridge-randomized penalized quantile regression, Statistical properties of eigenvalues of Laplace-Beltrami operators, Exact inference for a class of hidden Markov models on general state spaces, Job assignment in large-scale service systems with affinity relations, Zero temperature limit for the Brownian directed polymer among Poissonian disasters, Estimating the parameters of a tapered Pareto distribution, Approximation and sampling of multivariate probability distributions in the tensor train decomposition, Correlated endpoints: simulation, modeling, and extreme correlations, Inducing a desired value of correlation between two point-scale variables: a two-step procedure using copulas, An approximation scheme for quasi-stationary distributions of killed diffusions, Exact simulation of the first-passage time of diffusions, Logarithmic quantile estimation for rank statistics, Nonparametric estimation for big-but-biased data, An ODE method to prove the geometric convergence of adaptive stochastic algorithms, The dependent Dirichlet process and related models, A critical comparison of rejection-based algorithms for simulation of large biochemical reaction networks, Comment: unreasonable effectiveness of Monte Carlo, Exact simulation of the first passage time through a given level of jump diffusions, The curse of the plateau. Measuring confidence in human mortality estimates at extreme ages, Exact simulation of normal tempered stable processes of OU type with applications, Randomization for the susceptibility effect of an infectious disease intervention, Rejection sampling for tempered Lévy processes, Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference, Approximations of piecewise deterministic Markov processes and their convergence properties, Gumbel's bivariate exponential distribution: estimation of the association parameter using ranked set sampling, Fast simulation of tempered stable Ornstein-Uhlenbeck processes, On using Monte Carlo simulations for sampling crystallite orientations from given texture data, Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises, A randomized homotopy for the Hermitian eigenpair problem, The uniform sparse FFT with application to PDEs with random coefficients, Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes, Numerical and exact analyses of Bures and Hilbert-Schmidt separability and PPT probabilities, Random numbers from the tails of probability distributions using the transformation method, On Exact Sampling of Nonnegative Infinitely Divisible Random Variables, A survey of randomized algorithms for control synthesis and performance verification, On normal variance-mean mixtures, On the Green's function of the partially diffusion-controlled reversible ABCD reaction for radiation chemistry codes, Approximating Distributions by Extended Generalized Lambda Distribution (XGLD), On the lexicographical generation of compressed codes, On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes, Stochastic reduced order models for uncertain geometrically nonlinear dynamical systems, The First-passage Time of the Brownian Motion to a Curved Boundary: an Algorithmic Approach, Retrospective exact simulation of diffusion sample paths with applications, A new method to simulate the triangular distribution, Modeling angles in proteins and circular genomes using multivariate angular distributions based on multiple nonnegative trigonometric sums, Quasi-Monte Carlo Image Synthesis in a Nutshell, Fast poisson and binomial algorithms for correlationinduction**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef:, On the exit time from open sets of some semi-Markov processes, Nonnormal Small Jump Approximation of Infinitely Divisible Distributions, Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation, Efficient sampling methods for discrete distributions, High-Performance Ideal Lattice-Based Cryptography on 8-Bit ATxmega Microcontrollers, Efficient dependency models: simulating dependent random variables, Multivariate Distributions with Fixed Marginals and Correlations, Stochastic modeling and simulation of viral evolution, Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications, Quantum vs. classical algorithms for solving the heat equation, Density functions for \texttt{QuickQuant} and \texttt{QuickVal}, Direct sampling with a step function, A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets, Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs, More Powerful and Reliable Second-Level Statistical Randomness Tests for NIST SP 800-22, The nonzero gain coefficients of Sobol's sequences are always powers of two, Sensitivity estimation for Gaussian systems, Some Bayesian Inferences for Von Mises Distribution, Bayes Analysis of a Three-Parameter Pareto Distribution via Sample Based Approaches, A New Method for the Generation of Polydisperse DEM Specimens, Bayesian analysis of change-point hazard rate problem, Probabilistic representations of fragmentation equations, One-shot CFTP; application to a class of truncated Gaussian densities, A random walk on rectangles algorithm, The robustness of conditional logit for binary response panel data models with serial correlation, Spatial Matching of Multiple Configurations of Points with a Bioinformatics Application, A conjugate class of random probability measures based on tilting and with its posterior analysis, Polar sampler: a novel Bernoulli sampler using polar codes with application to integer Gaussian sampling, Easy and flexible mixture distributions, Evaluating the equal-interval hypothesis with test score scales, Multiscale modeling of concrete. From mesoscale to macroscale, On random generation of fuzzy measures, Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes, Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps, Discrepancy bounds for deterministic acceptance-rejection samplers, A Method to Generate Multivariate Data with the Desired Moments, Bootstrap methods for the nonparametric assessment of population bioequivalence and similarity of distributions, Linear programming system identification: the general nonnegative parameters case, Complexity Questions in Non-Uniform Random Variate Generation, Bayesian Automatic Parameter Estimation of Threshold Autoregressive (TAR) Models using Markov Chain Monte Carlo (MCMC), Thinning and multilevel Monte Carlo methods for piecewise deterministic (Markov) processes with an application to a stochastic Morris–Lecar model, A Bayes analysis of modified Weibull distribution via Markov chain Monte Carlo simulation, Estimation method of multivariate exponential probabilities based on a simplex coordinates transform, A simple generator for the \(t\) distribution, Conditional Distribution Inverse Method in Generating Uniform Random Vectors Over a Simplex, A Class of Multivariate Bilateral SelectiontDistributions and Its Properties, Empirical polygon simulation and central limit theorems for the homogeneous Poisson line process, Stochastic ceteris paribus simulations, Gibbs sampler by sampling-importance-resampling, Simulation of Brownian motion at first-passage times, On construction and simulation of count data models, Generation of multivariate distributions by vertical density representation, A Bayesian approach to testing decision making axioms, Non-uniform random generation of generalized Motzkin paths, Minimum Hellinger distance estimation for randomized play the winner design, Bayesian analysis of a linear mixed model with AR(p) errors via MCMC, A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients, Proportional Hazards Model for Multivariate Failure Time Data, Exact simulation of diffusions, Maximum scan score-type statistics, Interpolation of Lipschitz functions, Two Useful Techniques for Financial Modelling Problems, Computer generation of dirichlet random vectors, On some recent advances on high dimensional Bayesian statistics, Formal Probabilistic Analysis of Stuck-at Faults in Reconfigurable Memory Arrays, Generation of the Maxwellian inflow distribution, Random-Bit Optimal Uniform Sampling for Rooted Planar Trees with Given Sequence of Degrees and Applications, A class of weighted multivariate elliptical models useful for robust analysis of nonnormal and bimodal data, On a class of symmetric distributions associated with the product of two correlated \(t\) variables, An optimal classification rule for multiple interval-screened scale mixture of normal populations, Validation of positive quadrant dependence, Quantifying the risk using copulae with nonparametric marginals, Generating a random collection of discrete joint probability distributions subject to partial information, Simulation analysis of ruin capital in Sparre Andersen's model of risk, Signal detection models with random participant and item effects, Generation of pseudo-random numbers from given probabilistic distribution with the use of chaotic maps, Backward simulation of multivariate mixed Poisson processes, Unnamed Item, Adaptive Sampling for Incremental Optimization Using Stochastic Gradient Descent, Bayesian estimation of an autoregressive model using Markov chain Monte Carlo, Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes, Testing uniformity for the case of a planar unknown support, Spearman's ρ is larger than kendall's τ for positively dependent random variables, Simulation of thep-generalized Gaussian distribution, Approximations for life annuity contracts in a stochastic financial environment, Assessment of Athens's Metro Passenger Behaviour Via a Multiranked Probit Model, Uniformization based sensitivity estimation for a class of discrete-event systems, The theory of geometric stable distributions and its use in modeling financial data, The hierarchical Tobit model: A case study in Bayesian computing, A calculus for the random generation of labelled combinatorial structures, A new extreme value copula and new families of univariate distributions based on Freund's exponential model, Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms, On generation of elliptical distributions with Gaussian form covariance matrix, An exactly conservative particle method for one dimensional scalar conservation laws, Fast algorithm for generating Bernstein-Bézier polynomials, Accelerated test system strength models based on Birnbaum-Saunders distribution: a complete Bayesian analysis and comparison, Simulating the Dickman distribution, Statistics on the manifold of multivariate normal distributions: theory and application to diffusion tensor MRI processing, How to avoid logarithms in comparisons with uniform random variables, Maximally productive input-output units, Additive positive stable frailty models, Simulation methodology - an introduction for queueing theorists, Sampling derivatives of probabilities, Weighted bootstraps for the variance, Tail uncertainty analysis in complex systems, Families of distributions arising from distributions of order statistics, Random variate generation for the generalized inverse Gaussian distribution, Generating generalized inverse Gaussian random variates, A note on a universal random variate generator for integer-valued random variables, Slepian noise approach for Gaussian and Laplace moving average processes, ``Anti-Bayesian \textit{parametric} pattern classification using order statistics criteria for some members of the exponential family,
Efficient simulation of non-Poisson non-stationary point processes to study queueing approximations,
Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor,
Real-time dynamic programming for Markov decision processes with imprecise probabilities,
Generating correlated, non-normally distributed data using a non-linear structural model,
A note on Linnik's distribution,
The ratio of uniforms approach for generating discrete random variates,
New algorithms for generating Poisson variates,
Patchwork rejection algorithms,
Criteria for the assessment of random number generators,
Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds,
The ACR method for generating normal random variables,
An aperiodic pseudorandom number generator,
A statistical model for discriminating between subliminal and near-liminal performance,
A spectral approach to simulating intrinsic random fields with power and spline generalized covariances,
Recent trends in random number and random vector generation,
Unified eigen analysis on multivariate Gaussian based estimation of distribution algorithms,
Uniform random generation of expressions respecting algebraic identities,
A bivariate Lévy process with negative binomial and gamma marginals,
The \(p\)-sphere and the geometric substratum of power-law probability distributions,
Bayes inference in the Tobit censored regression model,
Nonparametric Bayesian image segmentation,
A class of weighted multivariate normal distributions and its properties,
On the distribution of order types,
Posterior analysis of lognormal regression models using the Gibbs sampler,
The MCMC and SML estimation of a self-selection model with two outcomes,
Tests of fit for the logarithmic distribution,
A simple method for effective multi-site generation of stochastic hydrologic time series,
An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation,
A method of simulating multivariate nonnormal distributions by the Pearson distribution system and estimation,
Technological modelling for graphical models: an approach based on genetic algorithms,
An error in the Kinderman-Ramage method and how to fix it,
Approximating the distribution function of risk,
On simulating multivariate non-normal distributions from the generalized lambda distribution,
Bayesian analysis of a generalized lognormal distribution,
Inference on exponential families with mixture of prior distributions,
State space modeling of non-standard actuarial time series,
Merging experts' opinions: a Bayesian hierarchical model with mixture of prior distributions,
Formalization of the standard uniform random variable,
Enumeration and random generation of accessible automata,
Towards quantifying non-local information transfer: finite-bit non-locality,
Monte Carlo maximum likelihood estimation for discretely observed diffusion processes,
Symmetric Tardos fingerprinting codes for arbitrary alphabet sizes,
A matching algorithm for generation of statistically dependent random variables with arbitrary marginals,
Bayes regression with autoregressive errors. A Gibbs sampling approach,
Non-Poissonian claims' arrivals and calculation of the probability of ruin,
Adaptive density deconvolution with dependent inputs,
Simulating from a multinomial distribution with large number of categories,
GEM: A novel evolutionary optimization method with improved neighborhood search,
Efficient simulation of a bivariate exponential conditionals distribution,
Bayesian model determination for multivariate ordinal and binary data,
Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2,
Computer generation of negative binomial variates by envelope rejection,
Sampling Archimedean copulas,
Uniform distributions in a class of convex polyhedrons with applications to drug combination studies,
Small-sample comparison of McCullagh and Nair analyses for nominal--ordinal categorical data.,
On three competing maintenance actions and the related condition control,
On the equivalence of the parallel channel and the correlated cluster relaxation models,
On exact simulation algorithms for some distributions related to Jacobi theta functions,
Fast scalable construction of ([compressed static | minimal perfect hash) functions],
Using theorem proving to verify expectation and variance for discrete random variables,
Product of \(n\) independent uniform random variables,
Exact simulation of IG-OU processes,
Periodic Pólya urns, the density method and asymptotics of Young tableaux,
Weighted random sampling with a reservoir,
Step size control in the numerical solution of stochastic differential equations,
Efficient weighted bootstraps for the mean,
Aspects of smoothing and model inadequacy in generalized regression,
Good random number generators are (not so) easy to find,
Choosing the smoothing parameter for unordered multinomial data,
Estimating latent distributions in recurrent choice data,
Random variate generators for the Poisson-Poisson and related distributions,
A universal generator for discrete log-concave distributions,
Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise,
A triptych of discrete distributions related to the stable law,
Optimal quantization methods for nonlinear filtering with discrete-time observations,
COSAC: COmpact and Scalable Arbitrary-Centered Discrete Gaussian Sampling over Integers,
Optimal Prediction in Molecular Dynamics,
Using Bilinear Transformations to Induce Probability Distributions,
Choice Between Weibull and Lognormal Models: A Simulation Based Bayesian Study,
RVGEN: a tool for generation of random variates,
Corrected wald test statistics for one-parameter exponential family models,
ROBUST TESTS FOR THE SIGNIFICANCE OF ORTHANT RESTRICTED MEAN VECTOR,
Bayesian analysis of time series Poisson data,
Lévy processes in bounded domains: path-wise reflection scenarios and signatures of confinement,
Dynamic closest pairs — A probabilistic approach,
Short universal generators via generalized ratio-of-uniforms method,
Statistical bootstrapping methods in VaR calculation,
Gamma-related Ornstein–Uhlenbeck processes and their simulation*,
A Bayesian approach for estimating the parameters of an α-stable distribution,
Exact simulation of extrinsic stress-release processes,
Four Decades of Implicit Monte Carlo,
A flexible cure rate model based on the polylogarithm distribution,
Boosted optimal weighted least-squares,
Combining Second-Order Belief Distributions with Qualitative Statements in Decision Analysis,
Conditional Quantile Estimation for Truncated and Associated Data,
Subjective elicitation of hyperparameters of a conjugate Dirichlet prior and the corresponding Bayes analysis,
Bayesian Semiparametric Regression for Median Residual Life,
Extending the inference function for augmented margins method to implement trivariate Clayton copula-based SUR Tobit models,
Arithmetic average options in the hyperbolic model,
Using Copulas to Model Time Dependence in Stochastic Frontier Models,
A Simulation Approach to Nonparametric Empirical Bayes Analysis,
Bayesian approach to the meta-analysis of multi-category prevalence,
Coincidence functions and Bartlett spectra of point processes,
A comparison of different methods of estimation for the Flexible Weibull distribution,
A hierarchical Bayes analysis for one-shot device testing experiment under the assumption of exponentiality,
Extremely efficient acceptance-rejection method for simulating uncorrelated Nakagami fading channels,
Maximum likelihood estimation for bivariate SUR Tobit modeling in presence of two right-censored dependent variables,
Simulating from polynomial-normal distributions,
Adaptive rejection sampling with fixed number of nodes,
Sampling from Arbitrary Centered Discrete Gaussians for Lattice-Based Cryptography,
Nonparametric Bayesian label prediction on a large graph using truncated Laplacian regularization,
Short Communication: Projection of Functionals and Fast Pricing of Exotic Options,
Bi‐invariant Integrals on GL(n) with Applications,
The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method,
Statistical mechanical approach of complex networks with weighted links,
Parallel Weighted Random Sampling,
The generation of binomial random variates,
Incoherent source localization in random acoustic waveguides,
Bivariate symmetry tests for complete and competing risks data: a saddlepoint approach,
Bayesian estimation of the generalized lognormal distribution using objective priors,
Exact simulation of first exit times for one-dimensional diffusion processes,
Full posterior analysis of three parameter lognormal distribution using gibbs sampler,
Replication procedure for grouped Sobol' indices estimation in dependent uncertainty spaces,
Kullback-leibler information approach to the optimum measurement point for bayesian estimation,
Bayesian estimation of unimodal distributions,
Sampling from Archimedean copulas,
Generating dependent random numbers with given correlations and margins from exponential dispersion models,
Estimation of non-occurrence probability in periodic model,
Bayesian calibration in meat science research-estimation of the ph in postmortem muscle,
An alernative test for normality based on normalized spacings,
On bartlett and bartlett-type corrections francisco cribari-neto,
Transformations and random variate generation:generalised ratio-of-uniforms methods,
A general approach to generate random variates for multivariate copulae,
Processing simulation output by riemann sums,
Generalized Poisson Random Variate Generation,
Unnamed Item,
Generating random variates from a bicompositional Dirichlet distribution,
Stochastic Integration Rules for Infinite Regions,
On solutions of the cohort parity analysis model,
Computer generation of generalized negative binomial deviates,
Computation of Maximal Determinants of Binary Circulant Matrices,
Some prediction problems concerning samples from the pareto distribution,
Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models,
Nonparametric goodness-of-fit,
The uniform power distribution,
THE FULL TAILS GAMMA DISTRIBUTION APPLIED TO MODEL EXTREME VALUES,
A Generalized Sampling Approach for Multilinear Utility Functions Given Partial Preference Information,
Tests of Fit for the Geometric Distribution,
Simulation and Estimation of the Meixner Distribution,
Robustness of some non‐uniform random variate generators,
Covariance Models and Simulation Algorithm for Stationary Vector Random Fields on Spheres Crossed with Euclidean Spaces,
The inverted Nadarajah–Haghighi distribution: estimation methods and applications,
Classical, Bayesian, and generalized inferences of the reliability of a multicomponent system with censored data,
Generating Nested Quadrature Rules with Positive Weights based on Arbitrary Sample Sets,
Public opinion by a poll process: model study and Bayesian view,
Optimal weighted least-squares methods,
Forest resampling for distributed sequential Monte Carlo,
A Monte Carlo algorithm for weighted integration over $\mathbb {R}^d$,
Inference for the maximum cell probability under multinomial sampling,
Geometry and combinatorics of the cutting angle method,
A Strong Law of Large Numbers for Scrambled Net Integration,
Universal Limit Laws for Depths in Random Trees,
A sweep-plane algorithm for generating random tuples in simple polytopes,
On Adaptive Sketch-and-Project for Solving Linear Systems,
Sampling Geometric Inhomogeneous Random Graphs in Linear Time,
Generating random quantum channels,
Optimal estimators for the importance sampling method,
A simple approach to the generation of uniformly distributed random variables with prescribed correlations,
Bayesian regression analysis of data with censored initiating and terminating times: applications to aids,
Cost analysis and extension of a simple maintenance-scheduling heuristic,
Goodness of fit for thei ordered categories discrete uniform distribution,
A restaurant process with cocktail bar and relations to the three-parameter Mittag–Leffler distribution,
Unnamed Item,
Exponential dispersion models and credibility,
Optimal Genetic Screening for Cystic Fibrosis,
Polya tree Monte Carlo method,
Stochastic variable metric proximal gradient with variance reduction for non-convex composite optimization,
Active Learning of Tree Tensor Networks using Optimal Least Squares,
Efficient sampling from the PKBD distribution,
Analysis of surrogate-assisted information-geometric optimization algorithms,
Severity and Trustworthy Evidence: Foundational Problems versus Misuses of Frequentist Testing,
Normal Tempered Stable Processes and the Pricing of Energy Derivatives,
Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions,
Efficient generation of exponential and normal deviates,
Exact simulation of tempered stable Ornstein–Uhlenbeck processes,
Properties of the Dirichlet type 3 distribution,
Random generation of \(k\)-interactive capacities,
A micromechanics‐based recurrent neural networks model for path‐dependent cyclic deformation of short fiber composites,
Stochastic modeling of the Ogden class of stored energy functions for hyperelastic materials: the compressible case,
Random generation of capacities and its application in comprehensive decision aiding,
The basic distributional theory for the product of zero mean correlated normal random variables,
Data assimilation for large‐scale spatio‐temporal systems using a location particle smoother,
A new measure of treatment effect in clinical trials involving competing risks based on generalized pairwise comparisons,
A third-order iterative algorithm for inversion of cumulative central beta distribution,
Integrated likelihood inference in multinomial distributions,
An Extensive Comparison of Some Well‐Established Value at Risk Methods,
Remarks on some misconceptions about unequal probability sampling without replacement,
Strong approximation of some particular one-dimensional diffusions,
Wealth heterogeneity in a closed pooled annuity fund,
On rejection sampling in Lyubashevsky's signature scheme,
Fiat-Shamir transformation of multi-round interactive proofs (Extended version),
Probabilistic and analytical aspects of the symmetric and generalized Kaiser-Bessel window function,
Generating From the Strauss Process Using Stitching,
Discrepancy-based inference for intractable generative models using quasi-Monte Carlo,
Unnamed Item,
On exact distribution for multivariate weighted distributions and classification,
Point process simulation of generalised hyperbolic Lévy processes,
Sampling and change of measure for Monte Carlo integration on simplices,
A stochastic method for solving time-fractional differential equations,
Patch area and uniform sampling on the surface of any ellipsoid,
Bayesian prediction of jumps in large panels of time series data,
The importance Markov chain,
Massively Parallel Construction of Radix Tree Forests for the Efficient Sampling of Discrete or Piecewise Constant Probability Distributions,
Sudoku Latin Square Sampling for Markov Chain Simulation,
Probabilistic Divide-and-Conquer: A New Exact Simulation Method, With Integer Partitions as an Example,
A GENERALISED PROPERTY EXPOSURE RATING FRAMEWORK THAT INCORPORATES SCALE-INDEPENDENT LOSSES AND MAXIMUM POSSIBLE LOSS UNCERTAINTY,
Four tests of fit for the beta-binomial distribution,
An asymptotic test for a geometric process against a lattice distribution with monotone hazard,
Generating multivariate continuous data via the notion of nearest neighbors,
Segmented classification analysis with a class of rectangle-screened elliptical populations,
Exact Monte Carlo simulation of killed diffusions,
Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model,
Forward or backward simulation? A comparative study,
A scaling law beyond Zipf's law and its relation to Heaps' law,
Simulation-Based Computation of the Workload Correlation Function in a Lévy-Driven Queue,
Monte Carlo sampling from the quantum state space. I,
Modelling Specific Interest Rate Risk with Estimation of Missing Data,
Exact Simulation of Variance Gamma-Related OU Processes: Application to the Pricing of Energy Derivatives,
A class of weighted multivariate distributions related to doubly truncated multivariate t-distribution,
Bayesian, MLE, and GMM Estimation of a Spot Rate Model,
Rejection- and importance-sampling-based perfect simulation for Gibbs hard-sphere models,
QUANTIFYING THE TRADE-OFF BETWEEN INCOME STABILITY AND THE NUMBER OF MEMBERS IN A POOLED ANNUITY FUND,
Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes,
Geometric Pattern Matching Reduces to k-SUM.,
Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products,
Asymptotically Optimal Design Points for Rejection Algorithms,
Cholesky-Based Experimental Design for Gaussian Process and Kernel-Based Emulation and Calibration,
Hierarchical Kendall copulas: Properties and inference,
Monte Carlo filters for non-linear state estimation,
A fast algorithm for generating a uniform distribution inside a high-dimensional polytope,
Predictive Algorithm for Detection of Microcracks from Macroscale Observables,
Goodness of fit for the zero-truncated Poisson distribution,
A class of weighted normal distributions and its variants useful for inequality constrained analysis,
On the concavity of multivariate probability distribution functions,
Perfectly random sampling of truncated multinormal distributions,
Bayesian Inference of the Regression Model with Error Terms Following the Exponential Power Distribution and Unbiasedness of the LAD Estimator,
Dirichlet partition on symmetric matrices,
Exact sublinear binomial sampling,
Exact simulation of the extrema of stable processes,
Finite sample penalization in adaptive density deconvolution,
Nonparametric estimation of bivariate survivor function under masked causes of failure,
Persistent homology detects curvature,
A method of moments to estimate bivariate survival functions: the copula approach,
Unnamed Item,
Simulating random variables using moment-generating functions and the saddlepoint approximation,
A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler,
A randomized orthogonal array-based procedure for the estimation of first- and second-order Sobol' indices,
Universal methods for generating random variables with a given characteristic function,
Fitting asymmetric bimodal data with selected distributions,
Comparison of estimation methods for the Marshall–Olkin extended Lindley distribution,
Random number generation and estimation with the bimodal asymmetric power-normal distribution,
On the dense preferential attachment graph models and their graphon induced counterpart,
Application of the interacting particle system method to piecewise deterministic Markov processes used in reliability,
Joint Indirect Standardization When Only Marginal Distributions are Observed in the Index Population,
Coin-Flipping, Ball-Dropping, and Grass-Hopping for Generating Random Graphs from Matrices of Edge Probabilities,
CONSTRUCTION OF THE BLACK-SCHOLES PDE WITH JUMP-DIFFUSION MODEL,
Stationary probability density of stochastic search processes in global optimization,
Bayesian Inference for Logistic Models Using Pólya–Gamma Latent Variables,
Fast Kinetic Monte Carlo Simulations Using Hash Table Based Caching with Applications to Nanowire Growth and Sintering,
Two-way chaining for non-uniform distributions,
The Dickman–Goncharov distribution,
Efficient and Accurate Parallel Inversion of the Gamma Distribution,
Low Discrepancy Constructions in the Triangle,
Numerical Methods for SPDEs with Tempered Stable Processes,
A probabilistic approach to some results by Nieto and Truax,
Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification,
A new bivariate Poisson distribution via conditional specification: properties and applications,
Bayesian Semiparametric Symmetric Models for Binary Data,
On the effect of inducted negative correlation rate for beta acceptance–rejection algorithms,
A Note on the Simulation of Overdispersed Random Variables With Specified Marginal Means and Product Correlations