Automatic sampling with the ratio-of-uniforms method

DOI10.1145/347837.347863MaRDI QIDQ4406300zbMATH OpenOpenAlexWikidataFDO

Authors Josef Leydold

Publication date 25 June 2003

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://epub.wu.ac.at/84/1/document.pdf

zbMATH Keywords

theory

Mathematics Subject Classification ID

Recommendations

• Short universal generators via generalized ratio-of-uniforms method
• A simple algorithm for generating random variates with a log-concave density
• scientific article; zbMATH DE number 1240766
• scientific article; zbMATH DE number 24085
• A note on generating random variables with log-concave densities

Cited in

(14)

• A note on transformed density rejection
• Simulating bessel random variables
• An automatic code generator for nonuniform random variate generation
• A Fast, Easily Implemented Method for Sampling from Decreasing or Symmetric Unimodal Density Functions
• scientific article; zbMATH DE number 1240766 (Why is no real title available?)
• A note on generating random variables with log-concave densities
• A rejection technique for sampling from log-concave multivariate distributions
• Short universal generators via generalized ratio-of-uniforms method
• A simple universal generator for continuous and discrete univariate T-concave distributions
• Asymptotically Optimal Design Points for Rejection Algorithms
• Fast simulation of truncated Gaussian distributions
• Transformed density rejection with inflection points
• Bayesian population estimation for small sample capture-recapture data using noninformative priors
• Generating generalized inverse Gaussian random variates

Describes a project that uses

Uses Software

• PRNG

This page was built for publication: Automatic sampling with the ratio-of-uniforms method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4406300)