A simple method for rejection sampling efficiency improvement on SIMT architectures

DOI10.1007/s11222-021-10003-zzbMath1476.62019OpenAlexW3142576394MaRDI QIDQ2058742

Benoit Forget, Gavin Ridley

Publication date: 9 December 2021

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-021-10003-z

zbMATH Keywords

Monte Carlodistributionsparallel computingrejection samplinggraphics processing unitsSIMT

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parallel numerical computation (65Y05)

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