Keyword

rejection sampling

Description: A computational statistics method for generating samples from a target probability distribution by accepting or rejecting candidates drawn from a proposal distribution.

Primary topic: Markov Chains and Monte Carlo Methods (22%)

Wikidata ID: wiki/Q381699

OpenAlex ID: keywords/rejection-sampling

Understanding the Metropolis-Hastings Algorithm

1995 · Siddhartha Chib, Edward Greenberg · The American Statistician · 4,161

Non-Uniform Random Variate Generation

1986 · Luc Devroye · Springer eBooks · 4,042

Sequential Monte Carlo Methods for Dynamic Systems

1998 · Jun S. Liu, Rong Chen · Journal of the American Statistical Association · 2,194

Lattice Signatures without Trapdoors

2012 · Vadim Lyubashevsky · Lecture notes in computer science · 869

Cost-sensitive learning by cost-proportionate example weighting

2004 · B. Zadrozny, J. Langford, et al. · Proceedings · 680

An Efficient Method for Generating Discrete Random Variables with General Distributions

1977 · Alastair J. Walker · ACM Transactions on Mathematical Software · 592

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Introduction to Monte Carlo Methods

1998 · D. J. C. Mackay · Springer eBooks · 588

The Ziggurat Method for Generating Random Variables

2000 · George Marsaglia, Wai Wan Tsang · Journal of Statistical Software · 570

Lattice Signatures and Bimodal Gaussians

2013 · Léo Ducas, Alain Durmus, et al. · Lecture notes in computer science · 568

Maximizing Generalized Linear Mixed Model Likelihoods With an Automated Monte Carlo EM Algorithm

1999 · James G. Booth, James P. Hobert · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 552

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Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions

1984 · Robert L. Smith · Operations Research · 531

Metropolized independent sampling with comparisons to rejection sampling and importance sampling

1996 · Jun S. Liu · Statistics and Computing · 506

A Convenient Method for Generating Normal Variables

1964 · G. Marsaglia, T. A. Bray · SIAM Review · 484

Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models

1993 · Axel Börsch-Supan, Vassilis A. Hajivassiliou · Journal of Econometrics · 462

Making NTRU as Secure as Worst-Case Problems over Ideal Lattices

2011 · Damien Stehlé, Ron Steinfeld · Lecture notes in computer science · 444

ABCtoolbox: a versatile toolkit for approximate Bayesian computations

2010 · Daniel Wegmann, Christoph Leuenberger, et al. · BMC Bioinformatics · 404

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Comparison of Methods for the Computation of MultivariatetProbabilities

2002 · Alan Genz, Frank Bretz · Journal of Computational and Graphical Statistics · 394

Bayesian Updating with Structural Reliability Methods

2014 · Daniel Straub, Iason Papaioannou · Journal of Engineering Mechanics · 339

An introduction to mathematical cryptography

2009 · Hoffstein, Jeffrey 1953-, Pipher, Jill 1955-, et al. · Choice Reviews Online · 281

Saber: Module-LWR Based Key Exchange, CPA-Secure Encryption and CCA-Secure KEM

2018 · Jan-Pieter D’Anvers, Angshuman Karmakar, et al. · Lecture notes in computer science · 276

Exact simulation of diffusions

2005 · Alexandros Beskos, Gareth O. Roberts · The Annals of Applied Probability · 274

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WebGPT: Browser-assisted question-answering with human feedback

2021 · Nakano, Reiichiro, Hilton, Jacob, et al. · arXiv (Cornell University) · 266

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Approximate Bayesian Computation: A Nonparametric Perspective

2010 · Michael G. B. Blum · Journal of the American Statistical Association · 240

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A simple method for generating gamma variables

2000 · George Marsaglia, Wai Wan Tsang · ACM Transactions on Mathematical Software · 227

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A survey of Monte Carlo methods for parameter estimation

2020 · David Luengo, Luca Martino, et al. · EURASIP Journal on Advances in Signal Processing · 209

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Works count: 2,480

Citation count: 42,590