Essays about: "acceptance-rejection method."

Found 2 essays containing the words acceptance-rejection method..

  1. 1. Some recent simulation techniques of diffusion bridge

    University essay from Matematiska och systemtekniska institutionen

    Author : Yadigar Sekerci; [2009]
    Keywords : Brownian bridge; diffusion bridge; Brownian motion; stochastic differential equation; simulation; numerical methods; Euler-Maruyama s method; acceptance-rejection method.;

    Abstract : 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

  3. 2. Comparisons of methods for generating conditional Poisson samples and Sampford samples

    University essay from Institutionen för matematik och matematisk statistik

    Author : Anton Grafström; [2005]
    Keywords : acceptance rate; acceptance-rejection; conditional Poisson sam- pling; list sequential sampling; Pareto sampling; Sampford sampling; simulation;

    Abstract : 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