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- W2017156976 abstract "ABSTRACT Very fast automatic rejection algorithms were developed recently which allow us to generate random variates from large classes of unimodal distributions. They require the choice of several design points which decompose the domain of the distribution into small sub-intervals. The optimal choice of these points is an important but unsolved problem. Therefore, we present an approach that allows us to characterize optimal design points in the asymptotic case (when their number tends to infinity) under mild regularity conditions. We describe a short algorithm to calculate these asymptotically optimal points in practice. Numerical experiments indicate that they are very close to optimal even when only six or seven design points are calculated." @default.
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- W2017156976 modified "2023-09-27" @default.
- W2017156976 title "Asymptotically Optimal Design Points for Rejection Algorithms" @default.
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- W2017156976 doi "https://doi.org/10.1080/03610910500308206" @default.
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