Essays about: "acceptance-rejection method"
Found 2 essays containing the words acceptance-rejection method.
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1. Some recent simulation techniques of diffusion bridge
University essay from Matematiska och systemtekniska institutionenAbstract : We apply some recent numerical solutions to diffusion bridges written in Iacus (2008). One is an approximate scheme from Bladt and S{\o}rensen (2007), another one, from Beskos et al (2006), is an algorithm which is exact: no numerical error at given grid points! ... READ MORE
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2. Comparisons of methods for generating conditional Poisson samples and Sampford samples
University essay from Institutionen för matematik och matematisk statistikAbstract : Methods for conditional Poisson sampling (CP-sampling) and Sampford sampling are compared and the focus is on the efficiency of the methods. The efficiency is investigated by simulation in different sampling situations. READ MORE
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