The patchwork rejection technique for sampling from unimodal distributions

DOI10.1145/301677.301685MaRDI QIDQ4575337zbMATHOpenAlexFDO

Authors Ernst Stadlober, H. Zechner

Publication date 13 July 2018

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

Full work available at URL https://doi.org/10.1145/301677.301685

zbMATH Keywords

random variate generationstochastic simulationunimodal distributionssampling techniquespatchwork rejectionrandom variate transformations

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited in

(7)

• Efficient sampling of random permutations
• A rejection technique for sampling from T -concave distributions
• Exact sublinear binomial sampling
• Non-uniform random variate generation by the vertical strip method
• Patchwork rejection algorithms
• A Prony-like method for non-uniform sampling
• On a combination method of VDR and patchwork for generating uniform random points on a unit sphere

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