| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10526756 | Statistics & Probability Letters | 2005 | 7 Pages |
Abstract
We show that rejection sampling is inferior to the importance sampling algorithm in terms of the Ï2 distance between the proposal distribution and the target distribution. Similar conclusions are drawn for comparing rejection control with importance sampling.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yuguo Chen,