Found 41 Documents (Results 1–41)
A novel MM algorithm and the mode-sharing method in Bayesian computation for the analysis of general incomplete categorical data. (English) Zbl 1496.62060
MSC:
62F15
Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary. (English) Zbl 1469.60008
Estimation for the scaled half-logistic distribution under type-I progressively hybrid censoring scheme. (English) Zbl 1462.62160
The expected bit complexity of the von Neumann rejection algorithm. (English) Zbl 1373.65005
Reviewer: Peter Parczewski (Mannheim)
On the effect of inducted negative correlation rate for beta acceptance-rejection algorithms. (English) Zbl 1489.65012
MSC:
65C10
Statistical analysis for competing risks model from a Weibull distribution under progressively hybrid censoring. (English) Zbl 1395.62308
Discrepancy estimates for acceptance-rejection samplers using stratified inputs. (English) Zbl 1356.65014
Cools, Ronald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). Springer Proceedings in Mathematics & Statistics 163, 599-619 (2016).
Perfect simulation. (English) Zbl 1343.00022
Monographs on Statistics and Applied Probability 148. Boca Raton, FL: CRC Press (ISBN 978-1-4822-3244-8/hbk; 978-1-4822-3245-5/ebook). xxii, 228 p. (2016).
Reviewer: Gong Guanglu (Beijing)
A fast algorithm for sampling from the posterior of a von Mises distribution. (English) Zbl 1457.62018
Generating random numbers by using acceptance rejection method. (Chinese. English summary) Zbl 1313.65002
MSC:
65C10
Likelihood ratio gradient estimation for Meixner distribution and Lévy processes. (English) Zbl 1304.65044
MSC:
62-08
Monte Carlo simulation with applications to finance. (English) Zbl 1258.65005
Chapman & Hall/CRC Financial Mathematics Series. Boca Raton, FL: CRC Press (ISBN 978-1-4398-5824-0/hbk). ix, 282 p. (2012).
Reviewer: Vassil Grozdanov (Blagoevgrad)
Monte Carlo algorithms. (Monte Carlo-Algorithmen.) (German) Zbl 1254.65012
Springer-Lehrbuch. Berlin: Springer (ISBN 978-3-540-89140-6/pbk; 978-3-540-89141-3/ebook). ix, 324 p. (2012).
Reviewer: Reinhold Kainhofer (Wien)
Brief discussion of random simulation. (Chinese. English summary) Zbl 1240.65001
A generalization of the rejection method of simulation through the Radon-Nikodým derivative. (English) Zbl 1185.28006
Reviewer: Hiroaki Shimomura (Tokyo)
Bayesian and non-Bayesian analysis of gamma stochastic frontier models by Markov chain Monte Carlo methods. (English) Zbl 1091.62013
Reviewer: R. E. Maiboroda (Kyïv)
A new class of grid-free Monte Carlo algorithms for elliptic boundary value problems. (English) Zbl 1032.65009
Dimov, Ivan (ed.) et al., Numerical methods and applications. 5th international conference, NMA 2002, Borovets, Bulgaria, August 20-24, 2002. Revised papers. Berlin: Springer. Lect. Notes Comput. Sci. 2542, 132-139 (2003).
Mean location and sample mean location on manifolds: Asymptotics, tests, confidence regions. (English) Zbl 0941.62069
Generation of the Chapman-Enskog distribution. (English) Zbl 0903.65005
Reviewer: K.Uosaki (Tottori)
A composition-alias method for generating gamma variates with shape parameter greater than 1. (English) Zbl 0884.65141
Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models. (English) Zbl 0798.62105
Generating beta variates via patchwork rejection. (English) Zbl 0776.65006
Reviewer: J.Antoch (Praha)
Optimal acceptance-rejection methods for sampling from various distributions. (English) Zbl 0784.65110
Nelson, Peter R. (ed.) et al., The frontiers of statistical computation, simulation, & modeling. Volume I of the proceedings of ICOSCO-I conference, the 1st international conference on statistical computing, Çeşme, Izmir, Turkey, March 30-April 2, 1987. Columbus, OH: American Sciences Press, Inc. Am. Sci. Press Ser. Math. Manage. Sci. 25, 113-136 (1991).
Computer generation of Dirichlet random vectors. (English) Zbl 0726.65005
Reviewer: S.Loukas (Ioannina)
MSC:
65C10
An algorithm for the generation of random numbers with density C exp(- \(\lambda\) \(| x| ^{\nu})\). (English) Zbl 0702.65003
Reviewer: A.Donescu
MSC:
65C10
A batch acceptance complement method for generating random variables. (English) Zbl 0648.65002
Reviewer: L.Bondesson
MSC:
65C10
On the use of probability inequalities in random variate generation. (English) Zbl 0568.65002
Reviewer: K.Uosaki
On mixture methods for the computer generation of random variables. (English) Zbl 0486.65004
MSC:
65C10
Computer generation of Poisson deviates from modified normal distributions. (English) Zbl 0485.65006
A variant of the acceptance-rejection method for computer generation of random variables. (English) Zbl 0455.65008
MSC:
65C10
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