An economical acceptance-rejection algorithm for uniform random variate generation over constrained simplexes.
Amir Ahmadi-JavidAsghar MoeiniPublished in: Stat. Comput. (2016)
Keyphrases
- experimental evaluation
- improved algorithm
- detection algorithm
- optimization algorithm
- cost function
- k means
- computational complexity
- recognition algorithm
- worst case
- times faster
- search space
- significant improvement
- importance sampling
- learning algorithm
- monte carlo
- theoretical analysis
- generation algorithm
- high accuracy
- constraint satisfaction problems
- expectation maximization
- linear programming
- computational cost
- evolutionary algorithm
- optimal solution
- objective function