標(biāo)題: Titlebook: Automatic Nonuniform Random Variate Generation; Wolfgang H?rmann,Josef Leydold,Gerhard Derflinger Book 2004 Springer-Verlag Berlin Heidelb [打印本頁(yè)] 作者: Remodeling 時(shí)間: 2025-3-21 18:59
書目名稱Automatic Nonuniform Random Variate Generation影響因子(影響力)
書目名稱Automatic Nonuniform Random Variate Generation影響因子(影響力)學(xué)科排名
書目名稱Automatic Nonuniform Random Variate Generation網(wǎng)絡(luò)公開(kāi)度
書目名稱Automatic Nonuniform Random Variate Generation網(wǎng)絡(luò)公開(kāi)度學(xué)科排名
書目名稱Automatic Nonuniform Random Variate Generation被引頻次
書目名稱Automatic Nonuniform Random Variate Generation被引頻次學(xué)科排名
書目名稱Automatic Nonuniform Random Variate Generation年度引用
書目名稱Automatic Nonuniform Random Variate Generation年度引用學(xué)科排名
書目名稱Automatic Nonuniform Random Variate Generation讀者反饋
書目名稱Automatic Nonuniform Random Variate Generation讀者反饋學(xué)科排名
作者: 相容 時(shí)間: 2025-3-22 00:12
General Principles in Random Variate Generation of universal algorithms. Most of these methods can also be used for discrete distributions which will be presented in Chap. 3. These methods can also be used as starting points for compiling algorithms to generate random vectors, which will be done in Chap. 11.作者: Tractable 時(shí)間: 2025-3-22 04:19 作者: 笨拙的我 時(shí)間: 2025-3-22 04:53 作者: 桉樹(shù) 時(shí)間: 2025-3-22 09:19 作者: 挑剔為人 時(shí)間: 2025-3-22 13:30 作者: 承認(rèn) 時(shí)間: 2025-3-22 20:41 作者: 一再遛 時(shí)間: 2025-3-22 21:43 作者: 影響帶來(lái) 時(shí)間: 2025-3-23 01:33 作者: Cumbersome 時(shí)間: 2025-3-23 06:13 作者: 配偶 時(shí)間: 2025-3-23 11:43 作者: Resistance 時(shí)間: 2025-3-23 14:53 作者: TRAWL 時(shí)間: 2025-3-23 20:52 作者: 中世紀(jì) 時(shí)間: 2025-3-23 23:28
Markov Chain Monte Carlo Methodspractical point of view limited to small dimensions up to at most 10. And there are lots of distributions that are even difficult to sample from in dimension three or four. A totally different approach is based on the fact that we always can easily construct a Markov chain that has the desired fixed作者: BOGUS 時(shí)間: 2025-3-24 03:33 作者: 陶瓷 時(shí)間: 2025-3-24 06:42
Introductionible” of random variate generation. We can certainly say that random variate generation has become an accepted research area considered as a subarea of statistical computing and simulation methodology. Practically all text-books on discrete event simulation or Monte Carlo methods include at least on作者: 衍生 時(shí)間: 2025-3-24 12:19
Transformed Density Rejection (TDR) has been published by Gilks and Wild (1992) under the name .. The use of a general transformation and the name . was suggested by H?rmann (1995). In this presentation we try to develop the idea such that the reader can also see the (in our opinion) “beautiful” mathematical background (Sects. 4.2–4.作者: 思想流動(dòng) 時(shí)間: 2025-3-24 16:15 作者: forestry 時(shí)間: 2025-3-24 22:35 作者: 虛度 時(shí)間: 2025-3-25 00:15
Li-Shih Huang,Raj Khatri,Amjad Alhemaidor random vector generation. For many of these families the marginals are known as well. The monograph of Johnson (1987) is presenting this branch of multivariate simulation. You can also find many of these distributions in Devroye (1986a, Chap. XI).作者: atopic-rhinitis 時(shí)間: 2025-3-25 04:33 作者: 高深莫測(cè) 時(shí)間: 2025-3-25 10:21 作者: 冥想后 時(shí)間: 2025-3-25 15:07
Combination of Generation and Modelingt have the “same property” as the observed sample. Strictly speaking questions of this kind are not the subject of a book dealing with random variate generation. But due to its great practical importance we decided to include this chapter.作者: lipids 時(shí)間: 2025-3-25 16:37 作者: GULF 時(shí)間: 2025-3-25 23:16
Book 2004andom variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be found?dispersed in literature. This new co作者: 搜尋 時(shí)間: 2025-3-26 03:08
General Principles for Discrete Distributionshe inversion (Sect. 3.1) and the rejection principle (Sect. 3.3) that are also of major importance for continuous distributions. We also present the alias method (Sect. 3.2) which was developed especially for discrete distributions.作者: deforestation 時(shí)間: 2025-3-26 08:17 作者: 歡樂(lè)東方 時(shí)間: 2025-3-26 09:42 作者: Climate 時(shí)間: 2025-3-26 13:13
Comparison and General Considerationshich can be downloaded from our web site as C source, see Sect. 8.1. It is not only a ready to use implementation of these algorithms, it is also a detailed reference of how these algorithms can be implemented in a programming language.作者: 松軟無(wú)力 時(shí)間: 2025-3-26 17:01
Globalization and Health Promotionf these methods. We give an overview and present the details of those algorithms that seem to be most useful in practice; among them a new automatic algorithm for distributions with increasing hazard rate.作者: 輕率看法 時(shí)間: 2025-3-27 00:18 作者: Simulate 時(shí)間: 2025-3-27 04:31
1431-8784 statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be作者: 不妥協(xié) 時(shí)間: 2025-3-27 06:39
Global Perspectives on Higher Educationtaking values on the nonnegative integers. We then write ...., …) for the probability vector. Analogously to the continuous case we use the terms . for a nonnegative summable function that need not be normalized.作者: 合群 時(shí)間: 2025-3-27 13:12 作者: palpitate 時(shí)間: 2025-3-27 14:32 作者: facilitate 時(shí)間: 2025-3-27 18:19 作者: cancer 時(shí)間: 2025-3-27 23:16 作者: ALOFT 時(shí)間: 2025-3-28 04:04 作者: 斷斷續(xù)續(xù) 時(shí)間: 2025-3-28 09:51 作者: 樸素 時(shí)間: 2025-3-28 13:37
Globalization and Health Promotionhich can be downloaded from our web site as C source, see Sect. 8.1. It is not only a ready to use implementation of these algorithms, it is also a detailed reference of how these algorithms can be implemented in a programming language.作者: Grasping 時(shí)間: 2025-3-28 15:36 作者: 孤獨(dú)無(wú)助 時(shí)間: 2025-3-28 18:52 作者: Oversee 時(shí)間: 2025-3-29 02:46
Global Perspectives on Family Life Educationmf), .. = Prob(. = .). It is also called . if its support is bounded from below. In the latter case we assume without loss of generality that . is only taking values on the nonnegative integers. We then write (.., .....) for the probability vector. To generate discrete random variates we can apply t作者: 乏味 時(shí)間: 2025-3-29 03:05 作者: ECG769 時(shí)間: 2025-3-29 10:33 作者: 撫慰 時(shí)間: 2025-3-29 13:01
Health Promotion to Prevent Obesityy round and try to find methods with hardly any setup by means of universal inequalities. The resulting algorithms are short and more robust against round-off errors since no complicated hat function has to be computed.作者: 補(bǔ)角 時(shí)間: 2025-3-29 17:33 作者: 單色 時(shí)間: 2025-3-29 21:33
Globalization and Health Promotionods is at a first glance confusing. On the other hand, it gives the reader the possibility to select the algorithm that is best suited for the given simulation problem. We have implemented most of the presented algorithms in a library called UNU.RAN (Universal Non-Uniform RANdom number generators) w作者: 文件夾 時(shí)間: 2025-3-30 01:29
Globalization and Health Promotionibution function. Instead some other functions like the hazard rate (Sect. 9.1), the characteristic function (Sect. 9.4), or a sequence of Fourier coefficients (Sect. 9.3) are known. In such cases it can be very useful to have the possibility to sample directly from these distributions without compu作者: 兒童 時(shí)間: 2025-3-30 06:18 作者: 空洞 時(shí)間: 2025-3-30 09:03 作者: Armada 時(shí)間: 2025-3-30 13:26 作者: 防水 時(shí)間: 2025-3-30 16:47
I-Fang Lee,Chao-Ling Tseng,Hong-Ju June, (... ?), where .. are continuous random variates. In the first part we will focus our presentation on stationary Gaussian processes. These are most widely used in the analysis of, e.g., economic series or in signal processing.作者: MUTE 時(shí)間: 2025-3-30 20:56
Introduction and Historical Perspectivepractical point of view limited to small dimensions up to at most 10. And there are lots of distributions that are even difficult to sample from in dimension three or four. A totally different approach is based on the fact that we always can easily construct a Markov chain that has the desired fixed作者: 警告 時(shí)間: 2025-3-31 01:54
https://doi.org/10.1007/978-3-662-05946-3Markov Chain; Monte Carlo Methods; Non-Uniform Random Variate; Option Pricing; Random Variate Generation作者: 使迷醉 時(shí)間: 2025-3-31 05:28 作者: 精確 時(shí)間: 2025-3-31 11:11
General Principles in Random Variate Generation of universal algorithms. Most of these methods can also be used for discrete distributions which will be presented in Chap. 3. These methods can also be used as starting points for compiling algorithms to generate random vectors, which will be done in Chap. 11.
