Advanced search
Publication Cover
Communications in Statistics - Simulation and Computation Volume 48, 2019 - Issue 3
Submit an article Journal homepage
240
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

Adaptive rejection sampling with fixed number of nodes

L. MartinoInstitute of Mathematical Sciences and Computing, Universidade de São Paulo, São Paulo, BrazilCorrespondence[email protected]
&
F. LouzadaInstitute of Mathematical Sciences and Computing, Universidade de São Paulo, São Paulo, Brazil
Pages 655-665 | Received 31 May 2016, Accepted 10 Oct 2017, Published online: 06 Dec 2017

References

  • Devroye, L. 1986. Non-Uniform Random Variate Generation. New York: Springer.
  • Evans, M., and T. Swartz. 1998. Random variate generation using concavity properties of transformed densities. Journal of Computational and Graphical Statistics 7 (4):514–528.
  • Gilks, W. R. 1992. Derivative-free adaptive rejection sampling for Gibbs sampling. Bayesian Statistics 4:641–649.
  • Gilks, W. R., N. G. Best, and K. K. C. TAN 1995. Adaptive rejection Metropolis sampling within Gibbs sampling. Applied Statistics 44 (4):455–472.
  • Gilks, W. R., and P. Wild. 1992. Adaptive rejection sampling for Gibbs sampling. Applied Statistics 41 (2):337–348.
  • Görür, D., and Y. W. Teh. 2011. Concave convex adaptive rejection sampling. Journal of Computational and Graphical Statistics 20 (3):670–691.
  • Hirose, H., and A. Todoroki. 2005. Random number generation for the generalized normal distribution using the modified adaptive rejection method. International Information Institute 8 (6):829–836.
  • Hörmann, W. 1995. A rejection technique for sampling from T-concave distributions. ACM Transactions on Mathematical Software 21 (2):182–193.
  • Hörmann, W., J. Leydold, and G. Derflinger. 2003. Automatic Nonuniform Random Variate Generation. New York: Springer.
  • Luengo, D., and L. Martino. 2012. Almost rejectionless sampling from Nakagami-m distributions (m ⩾ 1). IET Electronics Letters 48 (24):1559–1561.
  • Martino, L. 2017. Parsimonious adaptive rejection sampling. IET Electronics Letters 53 (6):1115–1117.
  • Martino, L., R. Casarin, F. Leisen, and D. Luengo. 2013. Adaptive Sticky Generalized Metropolis. arXiv:1308.3779. Available at:https://arxiv.org/pdf/1308.3779.pdf
  • Martino, L., and Míguez, J. 2011. A generalization of the adaptive rejection sampling algorithm. Statistics and Computing 21 (4):633–647.
  • Martino, L., J. Read, and D. Luengo. 2015a. Independent doubly adaptive rejection Metropolis sampling within Gibbs sampling. IEEE Transactions on Signal Processing 63 (12):3123–3138.
  • Martino, L., H. Yang, D. Luengo, J. Kanniainen, and J. Corander. 2015b. A fast universal self-tuned sampler within Gibbs sampling. Digital Signal Processing 47:68–83.
  • Robert, C. P., and G. Casella. 2004. Monte Carlo Statistical Methods. New York: Springer.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.