C-NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions.
Soumyadip GhoshRaghu PasupathyPublished in: INFORMS J. Comput. (2012)
Keyphrases
- marginal distributions
- confidence intervals
- joint distribution
- sample size
- probability distribution
- random vectors
- heavy tailed
- random variables
- monte carlo
- power law
- sampling procedure
- kullback leibler divergence
- wavelet coefficients
- maximum entropy
- gaussian distribution
- random fields
- random sampling
- gamma distributions
- markov chain
- hypothesis testing
- linear combination
- model selection
- conditional probabilities
- sampling strategy
- graphical models
- highly skewed
- neural network
- data sets