Sampling Some Truncated Distributions Via Rejection Algorithms

DOI10.1080/03610918.2010.484117zbMath1195.62073OpenAlexW2166448215MaRDI QIDQ3589992

Paul Damien, Thomas S. Shively, Purushottam W. Laud

Publication date: 17 September 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2010.484117

zbMATH Keywords

Markov chain Monte CarloGibbs samplertail probabilitiestruncated densities

Mathematics Subject Classification ID

Censored data models (62N01) Bayesian inference (62F15) Sampling theory, sample surveys (62D05) Numerical analysis or methods applied to Markov chains (65C40) Nonparametric inference (62G99)

Related Items (1)

A New Rejection Sampling Method for Truncated Multivariate Gaussian Random Variables Restricted to Convex Sets

Uses Software

• Ziggurat

Cites Work

• Adaptive Rejection Sampling for Gibbs Sampling

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