Efficient random variable generation: ratio of uniforms and polar rejection sampling
نویسندگان
چکیده
منابع مشابه
Efficient generation of random vectors by using the ratio-of-uniforms method with ellipsoidal envelopes
Stochastic simulation is widely used to validate procedures and provide guidance for both theoretical and practical problems. Random variate generation is the basis of stochastic simulation. Applying the ratio-of-uniforms method to generate random vectors requires the ability to generate points uniformly in a suitable region of the space. Starting from the observation that, for many multivariat...
متن کاملTwo New Ratio-of-Uniforms Gamma Random Number Generators
Two simple algorithms to generate gamma random numbers are proposed in this article. Both algorithms use the ratio-of-uniforms method and are based on logarithmic transformations of the gamma random variable. One algorithm applies to all positive shape parameter value without limitation. It has good performance compared with other existing algorithms for both shape parameter values greater than...
متن کاملEfficient sampling of random permutations
We show how to uniformly distribute data at random (not to be confounded with permutation routing) in two settings that are able to deal with massive data: coarse grained parallelism and external memory. In contrast to previously known work for parallel setups, our method is able to fulfill the three criteria of uniformity, work-optimality and balance among the processors simultaneously. To gua...
متن کاملRatio estimators in simple random sampling
This study proposes ratio estimators by adapting the estimators type ofRay and Singh [J. Ind. Stat. Assoc. 19 (1981) 147] to traditional and the other ratio-type estimators in simple random sampling in literature. Theoretically, mean square error (MSE) equations of all proposed ratio estimators are obtained and compared with each other. By these comparisons the conditions, which make each propo...
متن کاملEfficient Random Sampling - Parallel, Vectorized, Cache-Efficient, and Online
We consider the problem of sampling n numbers from the range {1, . . . , N} without replacement on modern architectures. The main result is a simple divide-and-conquer scheme that makes sequential algorithms more cache efficient and leads to a parallel algorithm running in expected time O(n/p+ log p) on p processors. The amount of communication between the processors is very small and independe...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronics Letters
سال: 2012
ISSN: 0013-5194
DOI: 10.1049/el.2012.0206