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Volumn 65, Issue 2, 2000, Pages 187-192

A Note on Transformed Density Rejection

Author keywords

Continuous distributions; Log concave distributions; Non uniform random variates; T concave distributions; Transformed density rejection; Universal method

Indexed keywords


EID: 0038752966     PISSN: 0010485X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s006070070019     Document Type: Article
Times cited : (4)

References (11)
  • 1
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    • Ahrens, J.H.1
  • 2
    • 0016069574 scopus 로고
    • On generating random variates from an empirical distribution
    • Chen, H. C., Asau, Y.: On generating random variates from an empirical distribution. AIIE Trans. 6, 163-166 (1974).
    • (1974) AIIE Trans. , vol.6 , pp. 163-166
    • Chen, H.C.1    Asau, Y.2
  • 5
    • 0032286818 scopus 로고    scopus 로고
    • Random variable generation using concavity properties of transformed densities
    • Evans, M., Swartz, T.: Random variable generation using concavity properties of transformed densities. J. Comput. Graph. Stat. 7, 514-528 (1998).
    • (1998) J. Comput. Graph. Stat. , vol.7 , pp. 514-528
    • Evans, M.1    Swartz, T.2
  • 6
    • 0000324169 scopus 로고
    • Adaptive rejection sampling for Gibbs sampling
    • Gilks, W. R., Wild, P.: Adaptive rejection sampling for Gibbs sampling. J. R. Stat. Soc. Ser. C 41, 337-348 (1992).
    • (1992) J. R. Stat. Soc. Ser. C , vol.41 , pp. 337-348
    • Gilks, W.R.1    Wild, P.2
  • 7
    • 0000032377 scopus 로고
    • A rejection technique for sampling from T-concave distributions
    • Hörmann, W.: A rejection technique for sampling from T-concave distributions. ACM Trans. Math. Software 21, 182-193 (1995).
    • (1995) ACM Trans. Math. Software , vol.21 , pp. 182-193
    • Hörmann, W.1
  • 8
    • 4243388353 scopus 로고    scopus 로고
    • Private communication
    • Hörmann, W.: Private communication, 1999.
    • (1999)
    • Hörmann, W.1
  • 9
    • 85046527470 scopus 로고    scopus 로고
    • Automatic sampling with the ratio-of-uniforms method
    • to appear
    • Leydold, J.: Automatic sampling with the ratio-of-uniforms method. ACM Trans. Math. Software (to appear).
    • ACM Trans. Math. Software
    • Leydold, J.1
  • 10
    • 0039346565 scopus 로고    scopus 로고
    • A sweep-plane algorithm for generating random tuples in simple polylopes
    • Leydold, J., Hörmann, W.: A sweep-plane algorithm for generating random tuples in simple polylopes. Math. Comput. 67, 1617-1635 (1998).
    • (1998) Math. Comput. , vol.67 , pp. 1617-1635
    • Leydold, J.1    Hörmann, W.2
  • 11
    • 0000597582 scopus 로고
    • A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions
    • Marsaglia, G., Tsang, W. W.: A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions. SIAM J. Sci. Statist. Comput. 5. 349-359 (1984).
    • (1984) SIAM J. Sci. Statist. Comput. , vol.5 , pp. 349-359
    • Marsaglia, G.1    Tsang, W.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.