Monte Carlo Integration With Acceptance-Rejection
- 1 September 2006
- journal article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 15 (3) , 735-752
- https://doi.org/10.1198/106186006x142681
Abstract
This article considers Monte Carlo integration under rejection sampling or Metropolis-Hastings sampling. Each algorithm involves accepting or rejecting observations from proposal distributions othe...Keywords
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