A Fast, Easily Implemented Method for Sampling from Decreasing or Symmetric Unimodal Density Functions
Explore this paper's citation graph
Summary
A new method is described, suitable for any decreasing or symmetric unimodal density, that is faster and more easily implemented, thereby providing a standard procedure for developing both the fast and the slow part for many given densities.
- Type
- article
- Published
- 1984-06-01
- Cited by
- 147
- References
- 0
- OpenAlex
- https://openalex.org/W1996212059
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:119991924
Keywords
Subroutine, Fortran, Computer science, Limiting, Algorithm
References
No references recorded for this paper.
Cited by
- Propagation of Isotopic Bias and Uncertainty to Criticality Safety Analyses of PWR Waste Packages
- Hardware-Optimized Ziggurat Algorithm for High-Speed Gaussian Random Number Generators
- Applications of Stochastic Simulation and Compressed Sensing to Large Systems
- Computational experience with confidence intervals for nonlinear least squares
- Exportaciones y Crecimiento en España (1980-2004): Cointegración y Simulación de Montecarlo
- An Approach for Validating Actinide and Fission Product Burnup Credit Criticality Safety Analyses-Isotopic Composition Predictions
- A runtime/memory trade-off of the continous Ziggurat method on GPUs
- Principles of Communication Systems Simulation with Wireless Applications
- Application of the Generalized Method of Moments for Estimating Continuous-Time Models of U.S. Short-Term Interest Rates
- Random obtuse triangles and convex quadrilaterals
- Cyclic variability of flame propagation and autoignition in supercharged and naturally aspirated SI engines.
- Aplicabilidad del test BDS al análisis de series económicas/Aplicadility of las test to economic time series analysis
- Automatic generation of non-uniform random variates for arbitrary pointwise computable probability densities by tiling
- Design Flaws in the Implementation of the Ziggurat and Monty Python methods (and some remarks on Matlab randn)
- The acceptance-rejection method for low-discrepancy sequences
- Random numbers from the tails of probability distributions using the transformation method
- Fast Generation of Discrete Random Variables
- A modified ziggurat algorithm for generating exponentially- and normally-distributed pseudorandom numbers
- A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications
- Confidence Bands for the Median Survival Time as a Function of the Covariates in the Cox Model