Automated rejection sampling from product of distributions

Sampling from probability density functions (pdfs) has become more and more important in many areas of applied science, and has therefore been the subject of great attention. Many sampling procedures proposed allow for approximate or asymptotic sampling. On the other hand, very few methods allow for...

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Veröffentlicht in:	Computational statistics 2004-05, Vol.19 (2), p.301-315
Hauptverfasser:	Marrelec, G, Benali, H
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Asymptotic properties Automated Automation Mathematical analysis Mathematical functions Mathematical models Probability Probability density functions Rejection Sampling Sampling techniques Statistics Studies
Online-Zugang:	Volltext
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