A rejection technique for sampling from log-concave multivariate distributions

DOI10.1145/290274.290287zbMath0962.65005OpenAlexW2089603726MaRDI QIDQ4510530

Josef Leydold

Publication date: 29 October 2000

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

Full work available at URL: https://doi.org/10.1145/290274.290287

zbMATH Keywords

samplingalgorithmsrandom number generationrejection methodblack box methodmultivariate log-concave distributions

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10)

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A general approach to generate random variates for multivariate copulae ⋮ Generating random variates from a bicompositional Dirichlet distribution ⋮ Bayesian Analysis of Least Absolute Relative Error Regression ⋮ Automated rejection sampling from product of distributions ⋮ Layer Sampling

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