Asymptotically Optimal Design Points for Rejection Algorithms

DOI10.1080/03610910500308206zbMath1082.65005OpenAlexW2017156976MaRDI QIDQ5719263

Wolfgang Hörmann, Gerhard Derflinger

Publication date: 18 January 2006

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

Full work available at URL: https://doi.org/10.1080/03610910500308206

zbMATH Keywords

algorithmnumerical experimentsrandom variate generationrejection methodtransformed density rejectionoptimal design points

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Random number generation in numerical analysis (65C10)

Cites Work

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• A one-table method for sampling from continuous and discrete distributions
• A rejection technique for sampling from T -concave distributions
• Automatic sampling with the ratio-of-uniforms method
• Adaptive Rejection Sampling for Gibbs Sampling
• A note on the quality of random variates generated by the ratio of uniforms method

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