Smoothed Transformed Density Rejection *

DOI10.1515/mcma.2004.10.3-4.393zbMath1060.65509OpenAlexW2048581402MaRDI QIDQ4655063

Josef Leydold, Wolfgang Hörmann

Publication date: 10 March 2005

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2004.10.3-4.393

zbMATH Keywords

importance samplingMonte Carlo methodlow-discrepancy sequencesnonuniform random variate generationinversion methodtransformed density rejectionquasi-Monte methodsmoothed rejection

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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