An Algorithm for Fast Generation of Bivariate Poisson Random Vectors
Work
Year: 2009
Type: article
Abstract: We present the “trivariate reduction extension” (TREx)—an exact algorithm for the fast generation of bivariate Poisson random vectors. Like the normal-to-anything (NORTA) procedure, TREx has two phase... more
Source: INFORMS journal on computing
Authors Kaeyoung Shin, Raghu Pasupathy
Institution Virginia Tech
Cites: 26
Cited by: 18
Related to: 10
FWCI: 1.805
Citation percentile (by year/subfield): 91.07
Subfield: Computational Theory and Mathematics
Field: Computer Science
Domain: Physical Sciences
Open Access status: green