A Rejection Technique for Sampling from log-Concave Multivariate Distributions.

Published in: ACM Trans. Model. Comput. Simul. (1998)

Keyphrases

multivariate normal
finite mixtures
dependence structure
point processes
probability distribution function
probability distribution
random sampling
monte carlo
power law

regression model
multivariate gaussian
random variables
highly skewed
random samples
minimum message length
normal distribution
exponential distributions

multivariate data
statistical distributions
multivariate time series
log normal
sampling strategies
heavy tailed
sampling strategy
database

kullback leibler divergence
marginal distributions
joint distribution
covariance matrix
active learning
case study
search engine
genetic algorithm