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