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Reject the rejection technique

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Abstract

This note demonstrates that the rejection technique, often described in texts on the Monte Carlo method, is generally inadvisable to use in practice, despite its attractive simplicity.

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Halton, J.H. Reject the rejection technique. J Sci Comput 7, 281–287 (1992). https://doi.org/10.1007/BF01061332

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  • DOI: https://doi.org/10.1007/BF01061332

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