A generalization of the adaptive rejection sampling algorithm

DOI10.1007/s11222-010-9197-9zbMath1223.65006OpenAlexW1977691009WikidataQ29394673 ScholiaQ29394673MaRDI QIDQ637995

Joaquín Míguez, Luca Martino

Publication date: 8 September 2011

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/16624

zbMATH Keywords

algorithmnumerical exampleMonte Carlo integrationGibbs samplingrejection samplingsensor networkstarget localizationadaptive rejection sampling

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (5)

Layered adaptive importance sampling ⋮ Adaptive rejection sampling with fixed number of nodes ⋮ Direct sampling with a step function ⋮ The Modified-Half-Normal distribution: Properties and an efficient sampling scheme ⋮ Quantile regression in random effects meta-analysis model

Cites Work

• Recursive Monte Carlo filters: algorithms and theoretical analysis
• A rejection technique for sampling from T -concave distributions
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Adaptive Rejection Sampling for Gibbs Sampling
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