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Automatic sampling with the ratio-of-uniforms method
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Author:
Josef Leydold
Univ. of Economics and Business Administration, Vienna, Austria
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· Journal
ACM Transactions on Mathematical Software (TOMS)
TOMS Homepage
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Volume 26 Issue 1, March 2000
Pages 78-98
ACM
New York, NY
, USA
table of contents
doi>
10.1145/347837.347863
2000 Article
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· Citation Count: 11
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Tags:
adaptive method
log-concave
nonuniform
random number generation
random-number generation
ratio of uniforms
rejection method
t-concave
theory
universal method
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