Binomial random variate generation
Communications of the ACM
Patchwork rejection algorithms
Journal of Computational and Applied Mathematics - Random numbers and simulation
The ratio of uniforms approach for generating discrete random variates
Journal of Computational and Applied Mathematics - Random numbers and simulation
A rejection technique for sampling from T-concave distributions
ACM Transactions on Mathematical Software (TOMS)
ACM Transactions on Mathematical Software (TOMS)
Rejection-inversion to generate variates from monotone discrete distributions
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Computer Generation of Poisson Deviates from Modified Normal Distributions
ACM Transactions on Mathematical Software (TOMS)
Generating gamma variates by a modified rejection technique
Communications of the ACM
On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
Journal of Multivariate Analysis
Efficient sampling of random permutations
Journal of Discrete Algorithms
| Hi-index | 0.00 |
We report on both theoretical developments and comutational experience with the patchwork rejection technique in Zechner and Stadlober [1993] and Zechner [1997]. The basic approach is due to Minh [1988], who suggested a special sampling method for the gamma distribution. The method's general objective is to rearrange the area below the density of histogram f (x) in the body of the distribution by certain point reflections such that variates may be generated efficiently within a large center interval. This is carried out via uniform hat functions, combined with minorizing rectangles for immediate acceptance of one transformed uniform deviate. The remaining tails of f(x) are covered by exponential functions. Experiments show that patchwork rejection algorithms are in general faster than their competitors at the cost of higher set-up times.