Publications [#258283] of Alan E. Gelfand
search .Papers Published
- Wakefield, JC; Gelfand, AE; Smith, AFM. "Efficient generation of random variates via the ratio-of-uniforms method." Statistics and Computing 1.2 (December, 1991): 129-133. [doi]
(last updated on 2023/06/01)Abstract:
Improvements to the conventional ratio-of-uniforms method for random variate generation are proposed. A generalized radio-of-uniforms method is introduced, and it is demonstrated that relocation of the required density via the mode can greatly improve the computational efficiency of the method. We describe a multivariate version of the basic method and summarize a general strategy for efficient ratio-of-uniforms generation. Illustrative examples are given. © 1991 Chapman & Hall.