Sciweavers

TOMACS
2011
75views more  TOMACS 2011»
12 years 11 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»
12 years 11 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