Titlebook: Independent Random Sampling Methods; Luca Martino,David Luengo,Joaquín Míguez Book 2018 Springer International Publishing AG, part of Spr

LIMIT

Tractable

anagen

情感

Adaptive Rejection Sampling Methods,icient samplers that update the proposal density whenever a generated sample is rejected in the RS test. In this way, they can produce i.i.d. samples from the target with an increasing acceptance rate that can converge to 1. As a by-product, these techniques also generate a sequence of proposal pdfs

jeopardize

PARA

fluffy

Asymptotically Independent Samplers,s from a target distribution that can be selected with few constraints. However, as highlighted by the term “chain,” the draws output by the MCMC method are statistically dependent (and often highly correlated), which makes such algorithms not directly comparable with the methods in the rest of this

parsimony

Summary and Outlook,ce, of practical importance for a large number of applications in various fields, including computational statistics, cryptography, computer modeling, games, etc. The focus has been placed on independent and exact sampling methods, as opposed to techniques that produce weighted (e.g., importance sam

Carbon-Monoxide

Admire