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- W2308181128 abstract "ABSTRACTSimulation of multivariate distributions is important in many applications but remains computationally challenging in practice. In this article, we introduce three classes of multivariate distributions from which simulation can be conducted by means of their stochastic representations related to the Dirichlet random vector. More emphasis is made to simulation from the class of uniform distributions over a polyhedron, which is useful for solving some constrained optimization problems and ha`s many applications in sampling and Monte Carlo simulations. Numerical evidences show that, by utilizing state-of-the-art Dirichlet generation algorithms, the introduced methods become superior to other approaches in terms of computational efficiency." @default.
- W2308181128 created "2016-06-24" @default.
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- W2308181128 date "2017-01-18" @default.
- W2308181128 modified "2023-10-16" @default.
- W2308181128 title "Simulation of some multivariate distributions related to the Dirichlet distribution with application to Monte Carlo simulations" @default.
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- W2308181128 doi "https://doi.org/10.1080/03610918.2015.1115066" @default.
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