ALGORITHM AS-287 - ADAPTIVE REJECTION SAMPLING FROM LOG-CONCAVE DENSITY-FUNCTIONS

被引:14
作者
WILD, P
GILKS, WR
机构
[1] NATL INST RES & SAFETY OCCUPAT HLTH,NANCY,FRANCE
[2] MRC,BIOSTAT UNIT,CAMBRIDGE,ENGLAND
来源
APPLIED STATISTICS-JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C | 1993年 / 42卷 / 04期
关键词
ADAPTIVE REJECTION SAMPLING; CONCAVE LOG-DENSITY; GIBBS SAMPLING; INTEGRATION; SQUEEZING;
D O I
10.2307/2986186
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:701 / 709
页数:9
相关论文
共 4 条
[1]  
GILKS WR, 1992, APPL STAT, V41, P337, DOI DOI 10.2307/2347565
[2]  
MCLEOD AI, 1982, APPL STATIST, V34, P198
[3]  
Ripley B., 1987, STOCHASTIC SIMULATIO
[4]  
WICHMANN BA, 1982, APPLIED STATISTICS, V31, P188