Transformed density rejection with inflection points

DOI10.1007/S11222-011-9306-4MaRDI QIDQ746271zbMATH OpenOpenAlexFDO

Authors Wolfgang Hörmann, Josef Leydold, Carsten H. Botts

Publication date 16 October 2015

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-011-9306-4

zbMATH Keywords

inflection pointsnonuniform random variate generationtransformed density rejection

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10)

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Cites work

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• A modified adaptive accept–reject algorithm for univariate densities with bounded support
• A rejection technique for sampling from T -concave distributions
• A simple algorithm for generating random variates with a log-concave density
• Adaptive Rejection Sampling for Gibbs Sampling
• Automatic sampling with the ratio-of-uniforms method
• Generating Random Variates Using Transformations with Multiple Roots

Cited in

(10)

• Efficient sampling from the PKBD distribution
• Inverse transformed density rejection for unbounded monotone densities
• Random variate generation for the generalized inverse Gaussian distribution
• Discrepancy estimates for acceptance-rejection samplers using stratified inputs
• Discrepancy bounds for deterministic acceptance-rejection samplers
• Adaptive sampling-based quadrature rules for efficient Bayesian prediction
• Universal methods for generating random variables with a given characteristic function
• Automated generation of initial points for adaptive rejection sampling of log-concave distributions
• scientific article; zbMATH DE number 1790444 (Why is no real title available?)
• Automated rejection sampling from product of distributions

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• R

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