Random variate generation for multivariate unimodal densities

DOI10.1145/268403.268413zbMath0917.65004OpenAlexW2048568723MaRDI QIDQ4228537

Luc P. Devroye

Publication date: 5 August 1999

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/268403.268413

zbMATH Keywords

random number generationunimodalityrandom variate generationmultivariate densitiesnonparametric classes

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (7)

A probabilistic framework for problems with real structured uncertainty in systems and control ⋮ Modeling with a large class of unimodal multivariate distributions ⋮ Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions ⋮ Unnamed Item ⋮ Univariate Bayesian nonparametric mixture modeling with unimodal kernels ⋮ Nonparametric cluster significance testing with reference to a unimodal null distribution ⋮ An alternative multivariate skew Laplace distribution: properties and estimation

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