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Independent random sampling methods

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Independent random sampling methods/ by Luca Martino, David Luengo, Joaquin Miguez.
Author:	Martino, Luca.
other author:	Luengo, David.
Published:	Cham :Springer International Publishing : : 2018.,
Description:	xii, 280 p. :ill. (some col.), digital ; : 24 cm.;
Contained By:	Springer eBooks
Subject:	Sampling (Statistics) -
Online resource:	http://dx.doi.org/10.1007/978-3-319-72634-2
ISBN:	9783319726342

Independent random sampling methods
Martino, Luca.

Independent random sampling methods[electronic resource] /by Luca Martino, David Luengo, Joaquin Miguez. - Cham :Springer International Publishing :2018. - xii, 280 p. :ill. (some col.), digital ;24 cm. - Statistics and computing,1431-8784. - Statistics and computing..

Introduction -- Direct methods -- Accept-Reject methods -- Adaptive rejection sampling methods -- Ratio of Uniforms -- Independent sampling for multivariate densities -- Asymptotically independent samplers -- Summary and outlook -- A. Acronyms and abbrevations -- B. Notation -- C. Jones' RoU generalization -- D. Polar transformation.

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. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.

ISBN: 9783319726342

Standard No.: 10.1007/978-3-319-72634-2doiSubjects--Topical Terms:

527722
Sampling (Statistics)

LC Class. No.: QA276.6 / .M378 2018

Dewey Class. No.: 519.52

Independent random sampling methods
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245 1 0 $a Independent random sampling methods $h [electronic resource] / $c by Luca Martino, David Luengo, Joaquin Miguez.
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300 $a xii, 280 p. : $b ill. (some col.), digital ; $c 24 cm.
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505 0 $a Introduction -- Direct methods -- Accept-Reject methods -- Adaptive rejection sampling methods -- Ratio of Uniforms -- Independent sampling for multivariate densities -- Asymptotically independent samplers -- Summary and outlook -- A. Acronyms and abbrevations -- B. Notation -- C. Jones' RoU generalization -- D. Polar transformation.
520 $a 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. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.
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