Non-uniform random variate generation is an established research area in the intersection
of mathematics, statistics and computer science. Although random variate generation with …

We consider the problem of simulating a Gaussian vector X, conditional on the fact that each
component of X belongs to a finite interval [ai, bi], or a semi-finite interval [ai,+∞). In the one …

Algorithms are developed for constructing random variable generators for families of
densities. The generators depend on the concavity structure of a transformation of the …

Applying the ratio-of-uniforms method for generating random variates results in very efficient,
fast, and easy-to-implement algorithms. However parameters for every particular type of …

This paper presents an overview of the most powerful universal methods. These are based
on acceptance/rejection techniques where hat and squeezes are constructed automatically …

The" Ahrens method" is a very simple method for sampling from univariate distributions. It is
based on rejection from piecewise constant hat functions. It can be applied analogously to …

This paper considers the development of envelope methods as a tool for simulation.
Envelope methods are based on the construction of simple envelopes to functions. The …

Abstract Recent developments, Gilks and Wild (1992), Hoermann (1995), Evans and Swartz
(1997a), have lead to algorithms for generating from distributions that have black-box …

This paper considers the development of envelope methods as a tool for simulation.
Envelope methods are based on the construction of simple envelopes to functions. The …

KXe Markov chain simulation method has been successfully used in many problems,
incldling some that arise in Bayesian statistics. We give a self-contained proof of the …