The patchwork rejection technique for sampling from unimodal distributions

DOI10.1145/301677.301685zbMATH Open1391.65016OpenAlexW2082372905MaRDI QIDQ4575337FDOQ4575337

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

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zbMATH Keywords

random variate generationstochastic simulationunimodal distributionssampling techniquespatchwork rejectionrandom variate transformations

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited In (7)

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

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