Efficient generation of random variates via the ratio-of-uniforms method
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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.
KeywordsRatio-of-uniforms power functions multivariate ratio-of-uniforms beta distribution Bayesian computation
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