Automatic Nonuniform Random Variate Generation
By Mary Kathryn Cowles. 2007
84 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/0468807e2c1704dfc2aed196d2c124cddff8a114
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Miguel Herrero-Collantes
- Juan Carlos García-Escartín
- Reuven Y. Rubinstein
- Dirk P. Kroese
- Sergey Levine
- A. Mahmood
- Zdravko I. Botev
- Richard S. Sutton
Citations in the corpus
- Automatic Random Variate Generation for Unbounded Densities (2006, unknown): “Theorem 1 [Hörmann and Derflinger 1996; Hörmann et al. 2004].”
- Quantum random number generators (2016, methodology): “In principle, an RNG could produce numbers obeying any random distribution, but the standard practice is trying to provide a uniform distribution, from which we can obtain the most commonly used distributions using well-known transformations (Hörmann et al., 2004).”
- Random Number Generation (2008, methodology): “…(Québec), H9S 5B8, Canada. http://www.iro.umontreal.ca/~lecuyer 1 Important basic references that we recommend are Knuth (1998), L’Ecuyer (1994, 1998), Niederreiter (1992), and Tezuka (1995) for uniform RNGs, and Devroye (1986, 2006), Gentle (2003), and Hörmann et al. (2004) for non-uniform RNGs.”
- Quasi Importance Sampling (2005, unknown): “For this task a lot of methods exist, see [3,4] for surveys.”