Transformed density rejection with inflection points

DOI10.1007/s11222-011-9306-4zbMath1322.62127OpenAlexW2078468453MaRDI QIDQ746271

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)

Related Items (6)

Random variate generation for the generalized inverse Gaussian distribution ⋮ Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs ⋮ Efficient sampling from the PKBD distribution ⋮ Discrepancy bounds for deterministic acceptance-rejection samplers ⋮ Universal methods for generating random variables with a given characteristic function ⋮ Adaptive sampling-based quadrature rules for efficient Bayesian prediction

Uses Software

• R

Cites Work

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

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