Another look at rejection sampling through importance sampling

Statistics and Probability Letters

Volumn 72, Issue 4, 2005, Pages 277-283

  Chen, Yuguo ^a  

^a DUKE UNIVERSITY   (United States)

Author keywords

2 distance; Effective sample size; Importance sampling; Rejection control; Rejection sampling

Indexed keywords

EID: 17444373072     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.01.002     Document Type: Article

References (7)

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3. J.S. Liu Monte Carlo Strategies for Scientific Computing 2001 Springer New York
4. J.S. Liu R. Chen W.H. Wong Rejection control and sequential importance sampling J. Amer. Statist. Assoc. 93 1998 1022-1031
5. A.W. Marshall The use of multi-stage sampling schemes in Monte Carlo computations In: M.A. Meyer (Ed.) Symposium on Monte Carlo Methods 1956 Wiley New York 123-140
6. C.P. Robert G. Casella Monte Carlo Statistical Methods 1999 Springer New York
7. J. von Neumann Various techniques used in connection with random digits Nat. Bureau Stand. Appl. Math. Ser. 12 1951 36-38