Asymptotically Optimal Design Points for Rejection Algorithms

DOI10.1080/03610910500308206MaRDI QIDQ5719263zbMATH OpenOpenAlexFDO

Authors Gerhard Derflinger, Wolfgang Hörmann

Publication date 18 January 2006

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910500308206

zbMATH Keywords

algorithmnumerical experimentsoptimal design pointsrandom variate generationrejection methodtransformed density rejection

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Random number generation in numerical analysis (65C10)

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Cites work

• A note on the quality of random variates generated by the ratio of uniforms method
• A one-table method for sampling from continuous and discrete distributions
• A rejection technique for sampling from T -concave distributions
• Adaptive Rejection Sampling for Gibbs Sampling
• Automatic sampling with the ratio-of-uniforms method
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• scientific article; zbMATH DE number 2002843 (Why is no real title available?)

Cited in

(2)

• Anticipated rejection algorithms and the Darling-Mandelbrot distribution
• scientific article; zbMATH DE number 1471721 (Why is no real title available?)

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