Sampling some truncated distributions via rejection algorithms

DOI10.1080/03610918.2010.484117MaRDI QIDQ3589992zbMATH OpenOpenAlexFDO

Authors Paul Damien, Thomas S. Shively, Purushottam W. Laud

Publication date 17 September 2010

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

Full work available at URL https://doi.org/10.1080/03610918.2010.484117

zbMATH Keywords

Gibbs samplerMarkov chain Monte Carlotail probabilitiestruncated densities

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Bayesian inference (62F15) Nonparametric inference (62G99) Censored data models (62N01) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• Adaptive Rejection Sampling for Gibbs Sampling

Cited in

(12)

• Random sampling from a truncated multivariate normal distribution
• Efficient sampling methods for truncated multivariate normal and Student-\(t\) distributions subject to linear inequality constraints
• Anticipated rejection algorithms and the Darling-Mandelbrot distribution
• A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets
• Some design properties of a rejective sampling procedure
• A rejection technique for sampling from T -concave distributions
• A theory of truncated inverse sampling
• scientific article; zbMATH DE number 883615 (Why is no real title available?)
• Perfectly random sampling of truncated multinormal distributions
• Reliable simulation of extremely-truncated log-concave distributions
• A new approach to finding sampling distribution for truncated laws
• Random sampling from a truncated bivariate normal distribution

Describes a project that uses

Uses Software

• Ziggurat

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