Automated generation of initial points for adaptive rejection sampling of log-concave distributions

DOI10.1007/s11222-024-10425-5zbMATH Open1541.6201MaRDI QIDQ6570333

Jonathan G. James

Publication date: 10 July 2024

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

zbMATH Keywords

Monte Carlo methodsGibbs samplingadaptive rejection sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Unnamed Item
• A generalization of the adaptive rejection sampling algorithm
• Adaptive Rejection Metropolis Sampling within Gibbs Sampling
• Statistical Models
• Independent Doubly Adaptive Rejection Metropolis Sampling Within Gibbs Sampling
• Adaptive Rejection Sampling for Gibbs Sampling
• Adaptive rejection sampling with fixed number of nodes

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