Concave-Convex Adaptive Rejection Sampling

2011 ◽  
Vol 20 (3) ◽  
pp. 670-691 ◽  
Author(s):  
Dilan Görür ◽  
Yee Whye Teh
Keyword(s):  
Rejection Sampling ◽  
Adaptive Rejection Sampling

scholarly journals Parsimonious adaptive rejection sampling

2017 ◽  
Vol 53 (16) ◽  
pp. 1115-1117 ◽  
Author(s):  
L. Martino
Keyword(s):  
Rejection Sampling ◽  
Adaptive Rejection Sampling

scholarly journals Probabilistic Divide-and-Conquer: A New Exact Simulation Method, With Integer Partitions as an Example

2016 ◽  
Vol 25 (3) ◽  
pp. 324-351 ◽  
Author(s):  
RICHARD ARRATIA ◽  
STEPHEN DeSALVO
Keyword(s):  
Success Probability ◽  
Simulation Method ◽  
New Method ◽  
Divide And Conquer ◽  
Integer Partitions ◽  
Rejection Sampling ◽  
Substantial Fraction ◽  
Recursive Scheme ◽  
Rejection Cost ◽  
Sampling Cost

We propose a new method, probabilistic divide-and-conquer, for improving the success probability in rejection sampling. For the example of integer partitions, there is an ideal recursive scheme which improves the rejection cost from asymptotically order n3/4 to a constant. We show other examples for which a non-recursive, one-time application of probabilistic divide-and-conquer removes a substantial fraction of the rejection sampling cost.We also present a variation of probabilistic divide-and-conquer for generating i.i.d. samples that exploits features of the coupon collector's problem, in order to obtain a cost that is sublinear in the number of samples.

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