Reject the rejection technique
type: Item
instance of: scholarly article
title: Reject the rejection technique
zbMATH Open document ID: 0779.65002
DOI: 10.1007/BF01061332
author: John H. Halton
published in: Journal of Scientific Computing
publication date: 1993-08-29T00:00:00Z
review text: The author considers the so called ``rejection technique'', sometimes used in the practice of Monte Carlo methods. It consists substantially in evaluating the area of a surface contained in a domain suitably defined utilizing the percentage of the random points of a sequence equidistributed in the domain that hits the surface. Many problems can easily be reduced to this scheme but it is well known that such procedure can lead to considerable errors. In this paper the author takes again this topic and illustrates two examples (concerning the calculation of an integral and the generation of random points with an assigned distribution) in which the efficiency of this technique compared with the crude Monte Carlo can assume values arbitrarily small.
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 399283
zbMATH Keywords: rejection technique
zbMATH Keywords: Monte Carlo methods
reviewed by: Marco Cugiani
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 399283