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TOMACS
2011
75views more  TOMACS 2011»
13 years 5 months ago
An analysis of a variation of hit-and-run for uniform sampling from general regions
Seksan Kiatsupaibul, Robert L. Smith, Zelda B. Zab...
TOMACS
2011
139views more  TOMACS 2011»
13 years 5 months ago
The double CFTP method
We consider the problem of the exact simulation of random variables Z that satisfy the distributional identity Z L = V Y + (1 − V )Z, where V ∈ [0, 1] and Y are independent, an...
Luc Devroye, Lancelot F. James