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...
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| Hlavní autor: | |
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| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Cham :
Springer International Publishing,
2018.
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| Vydání: | 1st ed. 2018. |
| Edice: | Statistics and Computing,
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| Témata: | |
| ISBN: | 9783319726342 |
| ISSN: | 1431-8784 |
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Obsah:
- 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.