Discrepancy bounds for deterministic acceptance-rejection samplers
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Publication:2452111
DOI10.1214/14-EJS898zbMath1348.60113arXiv1408.1742MaRDI QIDQ2452111
Publication date: 30 May 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.1742
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05)
Related Items (7)
The acceptance-rejection method for low-discrepancy sequences ⋮ A quasi-Monte Carlo implementation of the ziggurat method ⋮ Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks ⋮ Numerical Computation of Multivariate Normal Probabilities Using Bivariate Conditioning ⋮ Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs ⋮ A discrepancy bound for deterministic acceptance-rejection samplers beyond \(N^{-1/2}\) in dimension 1 ⋮ Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall
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