๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Transformations and random variate generation:generalised ratio-of-uniforms methods

โœ Scribed by Jones, M.C.; Lunn, A.D.

Book ID
120976836
Publisher
Taylor and Francis Group
Year
1996
Tongue
English
Weight
265 KB
Volume
55
Category
Article
ISSN
0094-9655

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Random variate transformations in the Gi
Random variate transformations in the Gibbs sampler: issues of efficiency and convergence
โœ Petros Dellaportas ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Springer US ๐ŸŒ English โš– 692 KB

In the non-conjugate Gibbs sampler, the required sampling from the full conditional densities needs the adoption of black-box sampling methods. Recent suggestions include rejection sampling, adaptive rejection sampling, generalized ratio of uniforms, and the Griddy-Gibbs sampler. This paper describe