Showing 1 - 20 results of 23 for search '"randomization"', query time: 0.90s Refine Results
  1. 1
    Higher-Dimensional Properties of Non-Uniform Pseudo-Random Variates
    Subjects: “...random number generation / non-uniform / empirical tests...”
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  2. 2
    An Error in the Kinderman-Ramage Method and How to Fix It
    Subjects: “...Gaussian random variate generation...”
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  3. 3
    The Transformed Rejection Method for Generation Random Variables, an Alternative to the Ratio of Uniforms Method
    Subjects: “...random variate generation / transformed rejection method / normal distribution / t-distribution...”
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  4. 4
    Modelling Probability Distributions from Data and its Influence on Simulation
    by Hörmann, Wolfgang, Bayar, Onur
    Published 2000
    Subjects: “...random number generation / kernel density estimation / smoothed bootstrap / simulation...”
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  5. 5
    An Automatic Generator for a Large Class of Unimodal Discrete Distributions
    Subjects: “...random variate generation / discrete distributions / universal generator / T-concave...”
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  6. 6
    The Automatic Generation of One- and Multi-dimensional Distributions with Transformed Density Rejection
    by Leydold, Josef, Hörmann, Wolfgang
    Published 1997
    Subjects: “...random number generation / rejection method / log-concave density...”
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  7. 7
    Sampling from Linear Multivariate Densities
    by Hörmann, Wolfgang, Leydold, Josef
    Published 2009
    Subjects: “...non-uniform random variates / multivariate distribution / linear density / rejection method...”
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  8. 8
    A universal generator for discrete log-concave distributions
    by Hörmann, Wolfgang
    Published 1993
    Subjects: “...Random number generation / log-concave distributions / rejection method / simulation...”
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  9. 9
    A Universal Generator for Bivariate Log-Concave Distributions
    by Hörmann, Wolfgang
    Published 1995
    Subjects: “...random number generation / rejection method / bivariate log-concave distributions / universal...”
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  10. 10
    Asymptotically Optimal Design Points for Rejection Algorithms
    Subjects: “...nonuniform random variate generation / universal algorithm / transformed density rejection...”
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  11. 11
    Universal Generators for Correlation Induction
    Subjects: “...Simulation / non-uniform random number generation / rejection method / universal generators...”
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  12. 12
    The Generation of Stationary Gaussian Time Series
    Subjects: “...random number generation / Cholesky decomposition / Durbin algorithm / fast Fourier transform...”
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  13. 13
    Inverse Transformed Density Rejection for Unbounded Monotone Densities
    Subjects: “...non-uniform random variates / universal method / black-box algorithm / transformed density...”
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  14. 14
    Efficient Numerical Inversion for Financial Simulations
    Subjects: “...random variate generation / numerical inversion / generalized hyperbolic distribution / non-central...”
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  15. 15
    Continuous Random Variate Generation by Fast Numerical Inversion
    by Hörmann, Wolfgang, Leydold, Josef
    Published 2002
    Subjects: “...random number generation / inversion method / Hermite interpolation / approximation / black-box...”
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  16. 16
    Automatic Random Variate Generation for Unbounded Densities
    Subjects: “...non-uniform random variates / universal method / black-box algorithm / transformed density...”
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  17. 17
    An Automatic Code Generator for Nonuniform Random Variate Generation
    Subjects: “...nonuniform random variate generation / universal algorithm / automatic code generator / transformed...”
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  18. 18
    Random Variate Generation by Numerical Inversion when only the Density Is Known
    Subjects: “...non-uniform random variates / inversion method / universal method / black-box algorithm / Newton...”
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  19. 19
    Random Variate Generation by Numerical Inversion When Only the Density Is Known
    Subjects: “...non-uniform random variates / inversion method / universal method / black-box algorithm / Newton...”
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  20. 20
    Online Supplement to "Random Variate Generation by Numerical Inversion When Only the Density Is Known"
    Subjects: “...non-uniform random variates / inversion method / universal method / black-box algorithm / Newton...”
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