Inverse transformed density rejection for unbounded monotone densities
نویسندگان
چکیده
منابع مشابه
Transformed density rejection with inflection points
The acceptance-rejection algorithm is often used to sample from non-standard distributions. For this algorithm to be efficient, however, the user has to create a hat function that majorizes and closely matches the density of the distribution to be sampled from. There are many methods for automatically creating such hat functions, but these methods require that the user transforms the density so...
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ژورنال
عنوان ژورنال: ACM Transactions on Modeling and Computer Simulation
سال: 2007
ISSN: 1049-3301,1558-1195
DOI: 10.1145/1276927.1276931