Transformed density rejection with inflection points

DOI10.1007/S11222-011-9306-4zbMATH Open1322.62127OpenAlexW2078468453MaRDI QIDQ746271FDOQ746271

Wolfgang Hörmann, Carsten H. Botts, Josef Leydold

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

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• scientific article; zbMATH DE number 418882

zbMATH Keywords

inflection pointsnonuniform random variate generationtransformed density rejection

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Adaptive Rejection Sampling for Gibbs Sampling
• Generating Random Variates Using Transformations with Multiple Roots
• Title not available (Why is that?)
• A simple algorithm for generating random variates with a log-concave density
• A rejection technique for sampling from T -concave distributions
• Automatic sampling with the ratio-of-uniforms method
• A modified adaptive accept–reject algorithm for univariate densities with bounded support
• Title not available (Why is that?)

Cited In (9)

• Title not available (Why is that?)
• Efficient sampling from the PKBD distribution
• Universal methods for generating random variables with a given characteristic function
• Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs
• Random variate generation for the generalized inverse Gaussian distribution
• Inverse transformed density rejection for unbounded monotone densities
• Adaptive sampling-based quadrature rules for efficient Bayesian prediction
• Discrepancy bounds for deterministic acceptance-rejection samplers
• Automated rejection sampling from product of distributions

Uses Software

• R

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