The patchwork rejection technique for sampling from unimodal distributions

DOI10.1145/301677.301685MaRDI QIDQ4575337zbMATH OpenOpenAlexFDO

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

patchwork rejectionrandom variate generationrandom variate transformationssampling techniquesstochastic simulationunimodal distributions

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cited in

(8)

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

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