A method of generating random vectors with a given probability density function

DOI10.1134/S0005117918090035zbMath1491.65013OpenAlexW2891049628MaRDI QIDQ1992263

A. S. Aliev, Boris S. Darkhovsky, Alexey Yu. Popkov, Yuri S. Popkov

Publication date: 5 November 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117918090035

zbMATH Keywords

random vector generationMetropolis-Hastings algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Random number generation in numerical analysis (65C10)

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Cites Work

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• Note on the Sampling Distribution for the Metropolis-Hastings Algorithm
• Marginal Likelihood From the Metropolis–Hastings Output
• Equation of State Calculations by Fast Computing Machines
• Understanding the Hastings Algorithm
• Simulation and the Monte Carlo Method

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