算法AS 287：从对数凹密度函数进行自适应拒绝采样

Algorithm AS 287: Adaptive Rejection Sampling from Log-Concave Density Functions

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1993
被引 55
ABS 3

中文导读

该算法提出一种自适应拒绝采样方法，用于从对数凹密度函数中高效生成随机样本，适用于统计计算和蒙特卡洛模拟。

Abstract

P. Wild, W. R. Gilks, Algorithm AS 287: Adaptive Rejection Sampling from Log-Concave Density Functions, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 42, No. 4 (1993), pp. 701-709

统计学应用数学计算机科学抽样方法
阅读原文 ↗