-
1
-
-
0002455703
-
Sampling from general distributions by suboptimal division of domains
-
AHRENS, J. H. 1993. Sampling from general distributions by suboptimal division of domains. Grazer Math. Berichte 319.
-
(1993)
Grazer Math. Berichte
, vol.319
-
-
Ahrens, J.H.1
-
2
-
-
0029231174
-
A one-table method for sampling from continuous and discrete distributions
-
AHRENS, J. H. 1995. A one-table method for sampling from continuous and discrete distributions. Computing 54, 2, 127-146.
-
(1995)
Computing
, vol.54
, Issue.2
, pp. 127-146
-
-
Ahrens, J.H.1
-
3
-
-
0041097627
-
Computer methods for efficient sampling from largely arbitrary statistical distributions
-
AHRENS, J. H. AND KOHRT, K. D. 1981. Computer methods for efficient sampling from largely arbitrary statistical distributions. Computing 26, 1, 19-31.
-
(1981)
Computing
, vol.26
, Issue.1
, pp. 19-31
-
-
Ahrens, J.H.1
Kohrt, K.D.2
-
4
-
-
0039910579
-
Random variate generation by using the ratio-of-uniforms method
-
Dipartimento di Metodi Quantitativi, Universitá degli Studi di Siena, Siena, Italia
-
BARABESI, L. 1993. Random variate generation by using the ratio-of-uniforms method. Tech. Rep. 1-1993. Dipartimento di Metodi Quantitativi, Universitá degli Studi di Siena, Siena, Italia.
-
(1993)
Tech. Rep. 1-1993
-
-
Barabesi, L.1
-
5
-
-
0004061587
-
-
Springer-Verlag, New York, NY
-
BRATLEY, P., FOX, B. L., AND SCHRAGE, E. L. 1983. A Guide to Simulation. Springer-Verlag, New York, NY.
-
(1983)
A Guide to Simulation
-
-
Bratley, P.1
Fox, B.L.2
Schrage, E.L.3
-
6
-
-
0016069574
-
On generating random variates from an empirical distribution
-
CHEN, H. C. AND ASAU, Y. 1974. On generating random variates from an empirical distribution. AIIE Trans. 6, 163-166.
-
(1974)
AIIE Trans.
, vol.6
, pp. 163-166
-
-
Chen, H.C.1
Asau, Y.2
-
7
-
-
0009887446
-
Some simple gamma variate generators
-
CHENG, R. C. H. AND FEAST, G. M. 1979. Some simple gamma variate generators. Appl. Stat. 28, 3, 290-295.
-
(1979)
Appl. Stat.
, vol.28
, Issue.3
, pp. 290-295
-
-
Cheng, R.C.H.1
Feast, G.M.2
-
9
-
-
0021604288
-
A simple algorithm for generating random variates with a log-concave density
-
DEVROYE, L. 1984. A simple algorithm for generating random variates with a log-concave density. Computing 33, 3-4, 247-257.
-
(1984)
Computing
, vol.33
, Issue.3-4
, pp. 247-257
-
-
Devroye, L.1
-
11
-
-
0024872284
-
Mathematical aspects of various methods for sampling from classical distributions
-
(WSC '89, Washington, D.C., Dec. 4-6, 1989), E. A. MacNair, K. J. Musselman, and P. Heidelberger, Eds. ACM Press, New York, NY
-
DIETER, U. 1989. Mathematical aspects of various methods for sampling from classical distributions. In Proceedings of the Winter Conference on Simulation (WSC '89, Washington, D.C., Dec. 4-6, 1989), E. A. MacNair, K. J. Musselman, and P. Heidelberger, Eds. ACM Press, New York, NY, 477-483.
-
(1989)
Proceedings of the Winter Conference on Simulation
, pp. 477-483
-
-
Dieter, U.1
-
12
-
-
84968488158
-
Statistical independence of a new class of inversice congruential pseudorandom numbers
-
EICHENAUER-HERMANN, J. 1993. Statistical independence of a new class of inversice congruential pseudorandom numbers. Math. Comput. 60, 201, 375-384.
-
(1993)
Math. Comput.
, vol.60
, Issue.201
, pp. 375-384
-
-
Eichenauer-Hermann, J.1
-
13
-
-
0032286818
-
Random variable generation using concavity properties of transformed densities
-
EVANS, M. AND SCHWARTZ, T. 1998. Random variable generation using concavity properties of transformed densities. J. Comput. Graph. Stat. 7, 4, 514-528.
-
(1998)
J. Comput. Graph. Stat.
, vol.7
, Issue.4
, pp. 514-528
-
-
Evans, M.1
Schwartz, T.2
-
14
-
-
0001848202
-
31 - 1
-
(Jan. 1986), See erratum, ibid. p. 1058
-
31 - 1. SIAM J. Sci. Stat. Comput. 7, 1 (Jan. 1986), 24-45. See erratum, ibid. p. 1058
-
(1986)
SIAM J. Sci. Stat. Comput.
, vol.7
, Issue.1
, pp. 24-45
-
-
Fishman, G.A.1
Moore, L.R.2
-
15
-
-
0000324169
-
Adaptive rejection sampling for Gibbs sampling
-
GILKS, W. R. AND WILD, P. 1992. Adaptive rejection sampling for Gibbs sampling. Appl. Stat. 41, 2, 337-348.
-
(1992)
Appl. Stat.
, vol.41
, Issue.2
, pp. 337-348
-
-
Gilks, W.R.1
Wild, P.2
-
16
-
-
84959581633
-
The serial test for sampling numbers and other tests for randomness
-
GOOD, I. J. 1953. The serial test for sampling numbers and other tests for randomness. Proc. Cambridge Philos. Soc. 49, 276-284.
-
(1953)
Proc. Cambridge Philos. Soc.
, vol.49
, pp. 276-284
-
-
Good, I.J.1
-
17
-
-
0028344460
-
A note on the quality of random variates generated by the ratio of uniforms method
-
Jan. 1994
-
HÖRMANN, W. 1994a. A note on the quality of random variates generated by the ratio of uniforms method. ACM Trans. Model. Comput. Simul. 4, 1 (Jan. 1994), 96-106.
-
(1994)
ACM Trans. Model. Comput. Simul.
, vol.4
, Issue.1
, pp. 96-106
-
-
Hörmann, W.1
-
18
-
-
0039910575
-
The quality of non-uniform random numbers
-
H. Dyckhoff, U. Derings, M. Salomon, and H. C. Tijms, Eds. Springer-Verlag, Vienna, Austria
-
HÖRMANN, W. 1994b. The quality of non-uniform random numbers. In Proceedings of the Conference on Operations Research, H. Dyckhoff, U. Derings, M. Salomon, and H. C. Tijms, Eds. Springer-Verlag, Vienna, Austria, 329-335.
-
(1994)
Proceedings of the Conference on Operations Research
, pp. 329-335
-
-
Hörmann, W.1
-
19
-
-
0000032377
-
A rejection technique for sampling from T-concave distributions
-
June
-
HÖRMANN, W. 1995. A rejection technique for sampling from T-concave distributions. ACM Trans. Math. Softw. 21, 2 (June), 182-193.
-
(1995)
ACM Trans. Math. Softw.
, vol.21
, Issue.2
, pp. 182-193
-
-
Hörmann, W.1
-
20
-
-
0030371745
-
Transformations and random variate generation: Generalised ratio-of-uniforms methods
-
JONES, M. C. AND LUNN, A. D. 1996. Transformations and random variate generation: Generalised ratio-of-uniforms methods. J. Stat. Comput. Simul. 55, 1/2, 49-55.
-
(1996)
J. Stat. Comput. Simul.
, vol.55
, Issue.1-2
, pp. 49-55
-
-
Jones, M.C.1
Lunn, A.D.2
-
21
-
-
0000148038
-
Computer generation of random variables using the ratio of uniform deviates
-
Sept.
-
KINDERMAN, A. J. AND MONAHAN, F. J. 1977. Computer generation of random variables using the ratio of uniform deviates. ACM Trans. Math. Softw. 3, 3 (Sept.), 257-260.
-
(1977)
ACM Trans. Math. Softw.
, vol.3
, Issue.3
, pp. 257-260
-
-
Kinderman, A.J.1
Monahan, F.J.2
-
22
-
-
0030234930
-
Combined multiple recursive random number generators
-
L'ECUYER, P. 1996. Combined multiple recursive random number generators. Oper. Res. 44, 5, 816-822.
-
(1996)
Oper. Res.
, vol.44
, Issue.5
, pp. 816-822
-
-
L'Ecuyer, P.1
-
23
-
-
0002964677
-
Random number generation
-
J. Banks, Ed. John Wiley and Sons, Inc., New York, NY
-
L'ECUYER, P. 1998. Random number generation. In Handbook of Simulation, J. Banks, Ed. John Wiley and Sons, Inc., New York, NY, 93-137.
-
(1998)
Handbook of Simulation
, pp. 93-137
-
-
L'Ecuyer, P.1
-
25
-
-
84976832743
-
A fast normal random number generator
-
Dec. 1992
-
LEVA, J. L. 1992. A fast normal random number generator. ACM Trans. Math. Softw. 18, 4 (Dec. 1992), 449-453.
-
(1992)
ACM Trans. Math. Softw.
, vol.18
, Issue.4
, pp. 449-453
-
-
Leva, J.L.1
-
26
-
-
0012717593
-
A rejection technique for sampling from log-concave multivariate distributions
-
LEYDOLD, J. 1998. A rejection technique for sampling from log-concave multivariate distributions. ACM Trans. Model. Comput. Simul. 8, 3, 254-280.
-
(1998)
ACM Trans. Model. Comput. Simul.
, vol.8
, Issue.3
, pp. 254-280
-
-
Leydold, J.1
-
27
-
-
0039346565
-
A sweep-plane algorithm for generating random tuples in simple polytopes
-
LEYDOLD, J. AND HÖRMANN, W. 1998. A sweep-plane algorithm for generating random tuples in simple polytopes. Math. Comput. 67, 224, 1617-1635.
-
(1998)
Math. Comput.
, vol.67
, Issue.224
, pp. 1617-1635
-
-
Leydold, J.1
Hörmann, W.2
-
28
-
-
0039910571
-
Higher dimensional properties of non-uniform pseudo-random variates
-
(Claremont, CA, June 22-26, 1998), H. Niederreiter and J. Spanier, Eds. Springer-Verlag, Vienna, Austria
-
LEYDOLD, J., LEEB, H., AND HÖRMANN, W. 2000. Higher dimensional properties of non-uniform pseudo-random variates. In Proceedings of the Conference on Monte Carlo and Quasi-Monte Carlo Methods 1998 (Claremont, CA, June 22-26, 1998), H. Niederreiter and J. Spanier, Eds. Springer-Verlag, Vienna, Austria, 341-355.
-
(2000)
Proceedings of the Conference on Monte Carlo and Quasi-Monte Carlo Methods 1998
, pp. 341-355
-
-
Leydold, J.1
Leeb, H.2
Hörmann, W.3
-
29
-
-
0001760878
-
A current view of random number generators
-
(Atlanta, GA, Mar. 1984), L. Billard, Ed. Computer Science and Statistics Elsevier North-Holland, Inc., New York, NY
-
MARSAGLI, G. 1985. A current view of random number generators. In Proceedings of the 16th Symposium on the Interface (Atlanta, GA, Mar. 1984), L. Billard, Ed. Computer Science and Statistics Elsevier North-Holland, Inc., New York, NY, 3-10.
-
(1985)
Proceedings of the 16th Symposium on the Interface
, pp. 3-10
-
-
Marsagli, G.1
-
30
-
-
0000597582
-
A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions
-
June
-
MARSAGLIA, G. AND TSANG, W. W. 1984. A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions. SIAM J. Sci. Stat. Comput. 5, 2 (June), 349-359.
-
(1984)
SIAM J. Sci. Stat. Comput.
, vol.5
, Issue.2
, pp. 349-359
-
-
Marsaglia, G.1
Tsang, W.W.2
-
32
-
-
0024090481
-
Random number generators: Good ones are hard to find
-
Oct. 1988
-
PARK, S. K. AND MILLER, K. W. 1988. Random number generators: Good ones are hard to find. Commun. ACM 31, 10 (Oct. 1988), 1192-1201.
-
(1988)
Commun. ACM
, vol.31
, Issue.10
, pp. 1192-1201
-
-
Park, S.K.1
Miller, K.W.2
-
33
-
-
0039910564
-
Random number generation for the normal and gamma distributions using the ratio of uniforms method
-
United Kingdom Atomic Energy Authority, Harwell, Oxfordshire, UK
-
ROBERTSON, I. AND WALLS, L. A. 1980. Random number generation for the normal and gamma distributions using the ratio of uniforms method. Tech. Rep. AERE-R 10032. United Kingdom Atomic Energy Authority, Harwell, Oxfordshire, UK.
-
(1980)
Tech. Rep. AERE-R 10032
-
-
Robertson, I.1
Walls, L.A.2
-
34
-
-
0037738825
-
Sampling from Poisson, binomial, and hypergeometric distributions: Ratio of uniforms as a simple and fast alternative
-
Institut für Mathematik, Forschungsgesellschaft Joanneum-Graz, Graz, Austria
-
STADLOBER, E. 1989. Sampling from Poisson, binomial, and hypergeometric distributions: Ratio of uniforms as a simple and fast alternative. Rep. 303. Institut für Mathematik, Forschungsgesellschaft Joanneum-Graz, Graz, Austria.
-
(1989)
Rep. 303
-
-
Stadlober, E.1
-
35
-
-
38249020270
-
The ratio of uniforms approach for generating discrete random variates
-
July
-
STADLOBER, E. 1990. The ratio of uniforms approach for generating discrete random variates. J. Comput. Appl. Math. 31, 1 (July), 181-189.
-
(1990)
J. Comput. Appl. Math.
, vol.31
, Issue.1
, pp. 181-189
-
-
Stadlober, E.1
-
36
-
-
0023602148
-
On computer generation of random vectors by transformation of uniformly distributed vectors
-
STEFǍNESCU, S. AND VǍDUVA, I. 1987. On computer generation of random vectors by transformation of uniformly distributed vectors. Computing 39, 2, 141-153.
-
(1987)
Computing
, vol.39
, Issue.2
, pp. 141-153
-
-
Stefǎnescu, S.1
Vǎduva, I.2
-
37
-
-
0000983647
-
Efficient generation of random variates via the ratio-of-uniforms method
-
WAKEFIELD, J. C., GELFAND, A. E., AND SMITH, A. F. M. 1991. Efficient generation of random variates via the ratio-of-uniforms method. Stat. Comput. 1, 129-133.
-
(1991)
Stat. Comput.
, vol.1
, pp. 129-133
-
-
Wakefield, J.C.1
Gelfand, A.E.2
Smith, A.F.M.3
|