The Patchwork Rejection Technique for Sampling from Unimodal Distributions

ACM Transactions on Modeling and Computer Simulation

Volumn 9, Issue 1, 1999, Pages 59-80

  Stadlober, Ernst ^a   Zechner, Heinz ^a  

^a GRAZ UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Patchwork rejection; Random variate generation; Random variate transformations; Sampling techniques; Stochastic simulation; Unimodal distributions

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; COMPUTER SOFTWARE; MATHEMATICAL TRANSFORMATIONS; PROBABILITY; RANDOM NUMBER GENERATION; RANDOM PROCESSES; RELIABILITY; SAMPLING; STATISTICAL METHODS;

PATCHWORK REJECTION; RANDOM VARIATE GENERATION; RANDOM VARIATE TRANFORMATIONS; STOCHASTIC SIMULATION; UNIMODAL DISTRIBUTIONS;

COMPUTATIONAL METHODS;

EID: 0009892704     PISSN: 10493301     EISSN: None     Source Type: Journal    
DOI: 10.1145/301677.301685     Document Type: Article

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