The patchwork rejection technique for sampling from unimodal distributions

DOI10.1145/301677.301685zbMath1391.65016OpenAlexW2082372905MaRDI QIDQ4575337

H. Zechner, Ernst Stadlober

Publication date: 13 July 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/301677.301685

zbMATH Keywords

stochastic simulationrandom variate generationunimodal distributionssampling techniquespatchwork rejectionrandom variate transformations

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (4)

Efficient sampling of random permutations ⋮ On a combination method of VDR and patchwork for generating uniform random points on a unit sphere ⋮ Exact sublinear binomial sampling ⋮ Non-uniform random variate generation by the vertical strip method

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