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Independent Random Sampling Methods

  • Luca Martino
  • David Luengo
  • Joaquín Míguez

Part of the Statistics and Computing book series (SCO)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Luca Martino, David Luengo, Joaquín Míguez
    Pages 1-26
  3. Luca Martino, David Luengo, Joaquín Míguez
    Pages 27-63
  4. Luca Martino, David Luengo, Joaquín Míguez
    Pages 65-113
  5. Luca Martino, David Luengo, Joaquín Míguez
    Pages 115-157
  6. Luca Martino, David Luengo, Joaquín Míguez
    Pages 159-196
  7. Luca Martino, David Luengo, Joaquín Míguez
    Pages 197-247
  8. Luca Martino, David Luengo, Joaquín Míguez
    Pages 249-266
  9. Luca Martino, David Luengo, Joaquín Míguez
    Pages 267-270
  10. Back Matter
    Pages 271-280

About this book

Introduction

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.


Keywords

Random sampling Rejection samplers Ratio-of-uniforms Multidimensional random sampling Markov chain Monte Carlo Independent sampling Accept-reject methods Adaptive rejection sampling Ratio of uniforms

Authors and affiliations

  • Luca Martino
    • 1
  • David Luengo
    • 2
  • Joaquín Míguez
    • 3
  1. 1.Department of Signal Theory and CommunicationsCarlos III University of MadridMadridSpain
  2. 2.Department of Signal Theory and CommunicationsCarlos III University of MadridMadridSpain
  3. 3.Department of Signal Theory and CommunicationsTechnical University of MadridMadridSpain

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-72634-2
  • Copyright Information Springer International Publishing AG, part of Springer Nature 2018
  • Publisher Name Springer, Cham
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-319-72633-5
  • Online ISBN 978-3-319-72634-2
  • Series Print ISSN 1431-8784
  • Series Online ISSN 2197-1706
  • Buy this book on publisher's site