Rejection Sampling from Arbitrary Multivariate Distributions Using Generalized Fibonacci Lattices.
Daniel FrischUwe D. HanebeckPublished in: FUSION (2022)
Keyphrases
- finite mixtures
- multivariate normal
- probability distribution
- dependence structure
- sampling theorem
- point processes
- multivariate data
- highly skewed
- monte carlo
- gaussian distribution
- random sampling
- probability distribution function
- dirichlet distribution
- heavy tailed
- exponential distributions
- mixed data
- rough approximations
- sampling strategy
- parameter space
- random variables
- regression model
- proposal distribution
- data sets
- sampling methods
- normal distribution
- neural network