Martino L., Luengo D., Míguez J. Independent Random Sampling Methods

Springer International Publishing AG, 2018. — 289 p. — (Statistics and Computing). — ISBN: 3319726331.This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code.Direct Methods
Accept–Reject Methods
Adaptive Rejection Sampling Methods
Ratio of Uniforms
Independent Sampling for Multivariate Densities
Asymptotically Independent Samplers
Summary and Outlook
Appendixes
Acronyms and Abbreviations
Notation
Jones’ RoU Generalization
Polar Transformation