Article ID Journal Published Year Pages File Type
1152400 Statistics & Probability Letters 2012 5 Pages PDF
Abstract

We present a black-box style rejection method that is valid for generating random variables with any log-concave density, provided that one knows a mode of the density. When the density is only known up to a constant factor, that method is no longer applicable.

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Physical Sciences and Engineering Mathematics Statistics and Probability
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A note on generating random variables with log-concave densities
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