Mathematical aspects of various methods for sampling from classical distributions
WSC '89 Proceedings of the 21st conference on Winter simulation
Computer Generation of Random Variables Using the Ratio of Uniform Deviates
ACM Transactions on Mathematical Software (TOMS)
Generating gamma variates by a modified rejection technique
Communications of the ACM
Generating beta variates with nonintegral shape parameters
Communications of the ACM
Rejection-inversion to generate variates from monotone discrete distributions
ACM Transactions on Modeling and Computer Simulation (TOMACS)
A rejection technique for sampling from log-concave multivariate distributions
ACM Transactions on Modeling and Computer Simulation (TOMACS)
The patchwork rejection technique for sampling from unimodal distributions
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Automatic sampling with the ratio-of-uniforms method
ACM Transactions on Mathematical Software (TOMS)
Algorithm 802: an automatic generator for bivariate log-concave distributions
ACM Transactions on Mathematical Software (TOMS)
A simple universal generator for continuous and discrete univariate T-concave distributions
ACM Transactions on Mathematical Software (TOMS)
Simulation from non-standard distributions using envelope methods
Proceedings of the 32nd conference on Winter simulation
Proceedings of the 32nd conference on Winter simulation
Fast generation of order statistics
ACM Transactions on Modeling and Computer Simulation (TOMACS)
An automatic code generator for nonuniform random variate generation
Mathematics and Computers in Simulation - Special issue: 3rd IMACS seminar on Monte Carlo methods - MCM 2001
Short universal generators via generalized ratio-of-uniforms method
Mathematics of Computation
Continuous random variate generation by fast numerical inversion
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Universal nonuniform random vector generator based on acceptance-rejection
ACM Transactions on Modeling and Computer Simulation (TOMACS)
MS'06 Proceedings of the 17th IASTED international conference on Modelling and simulation
Black-box algorithms for sampling from continuous distributions
Proceedings of the 38th conference on Winter simulation
Inverse transformed density rejection for unbounded monotone densities
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Fast simulation of truncated Gaussian distributions
Statistics and Computing
A generalization of the adaptive rejection sampling algorithm
Statistics and Computing
Transformed density rejection with inflection points
Statistics and Computing
Random variate generation for the generalized inverse Gaussian distribution
Statistics and Computing
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A rejection algorithm that uses a new method for constructing simple hat functions for a unimodal, bounded density f is introduced called “transformed density rejection.” It is based on the idea of transforming f with a suitable transformation T such that T(f(x)) is concave. f is then called T-concave, and tangents of T(f(x)) in the mode and in a point on the left and right side are used to construct a hat function with a table-mountain shape. It is possible to give conditions for the optimal choice of these points of contact. With T= -1/xxx, the method can be used to construct a universal algorithm that is applicable to a large class of unimodal distributions, including the normal, beta, gamma, and t-distribution.