Random variate generation for multivariate unimodal densities

DOI10.1145/268403.268413MaRDI QIDQ4228537zbMATH OpenOpenAlexFDO

Authors Luc 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

multivariate densitiesnonparametric classesrandom number generationrandom variate generationunimodality

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited in

(17)

• A probabilistic framework for problems with real structured uncertainty in systems and control
• Generation of multivariate distributions by vertical density representation
• Generation of Uniform Variates from Several Nearly Uniformly Distributed Variables
• Generating random vectors from a bivariate random walk density function
• On simulation of random vectors by given densities in regions and on their boundaries
• A note on generating random variables with log-concave densities
• An alternative multivariate skew Laplace distribution: properties and estimation
• Universal nonuniform random vector generator based on acceptance-rejection
• Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function
• Generating random variates from a bicompositional Dirichlet distribution
• Efficient procedure to generate generalized Gaussian noise using linear spline tools
• Modeling with a large class of unimodal multivariate distributions
• Modification of geometrical program modules, tied with construction of modelled probabilistic densities
• Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions
• Nonparametric cluster significance testing with reference to a unimodal null distribution
• Fast random integer generation in an interval
• Univariate Bayesian nonparametric mixture modeling with unimodal kernels

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