A rejection technique for sampling from log-concave multivariate distributions
From MaRDI portal
Publication:4510530
DOI10.1145/290274.290287zbMath0962.65005OpenAlexW2089603726MaRDI QIDQ4510530
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
samplingalgorithmsrandom number generationrejection methodblack box methodmultivariate log-concave distributions
Related Items (5)
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
This page was built for publication: A rejection technique for sampling from log-concave multivariate distributions