The acceptance-rejection method for low-discrepancy sequences

DOI10.1515/mcma-2016-0104zbMath1405.65013arXiv1403.5599OpenAlexW1665171140MaRDI QIDQ293509

Giray Ökten, Nguyet Thanh Nguyen

Publication date: 9 June 2016

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.5599

zbMATH Keywords

gamma distributionlow-discrepancy sequencesvariance gamma modelquasi-Monte Carlobeta distributionacceptance-rejection method

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items

A quasi-Monte Carlo implementation of the ziggurat method ⋮ Discrepancy Estimates For Acceptance-Rejection Samplers Using Stratified Inputs ⋮ Discrepancy bounds for deterministic acceptance-rejection samplers ⋮ A goodness-of-fit test for copulas based on the collision test

Uses Software

• AS 109
• MersenneTwister
• AS 147
• AS 63
• ASA109

Cites Work

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