Independent Random Sampling Methods
This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-wo...
| Main Authors: | , , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2018.
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| Edition: | 1st ed. 2018. |
| Series: | Statistics and Computing,
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- Introduction
- Direct methods
- Accept-Reject methods
- Adaptive rejection sampling methods
- Ratio of Uniforms
- Independent sampling for multivariate densities
- Asymptotically independent samplers
- Summary and outlook
- A. Acronyms and abbrevations
- B. Notation
- C. Jones' RoU generalization
- D. Polar transformation.