A Rejection Technique for Sampling from Log-Concave Multivariate Distributions
Different universal methods (also called automatic or black-box methods) have been suggested to sample from univariate log-concave distributions. The description of a suitable universal generator for multivariate distributions in arbitrary dimensions has not been published up to now. The new algorit...
| Main Author: | |
|---|---|
| Format: | Others |
| Language: | en |
| Published: |
Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
1998
|
| Subjects: | |
| Online Access: | http://epub.wu.ac.at/946/1/document.pdf |