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An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables.

Richard A. KronmalArthur V. Peterson Jr.
Published in: ACM Trans. Math. Softw. (1984)
Keyphrases
  • random variables
  • dynamic programming
  • probability distribution
  • normal distribution
  • distribution function
  • graphical models
  • em algorithm
  • gaussian mixture model
  • probability density