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Avtomatika i Telemekhanika, 2018, Issue 9, Pages 31–45 (Mi at14995)  
This article is cited in 4 scientific papers (total in 4 papers)

Stochastic Systems

A method of generating random vectors with a given probability density function

B. S. Darkhovskya, Yu. S. Popkovba, A. Yu. Popkovac, A. S. Alieva

a Institute for Systems Analysis, Russian Academy of Sciences, Moscow, Russia
b Braude College of Haifa University, Karmiel, Israel
c Peoples’ Friendship University (RUDN University), Moscow, Russia
Full-text PDF (1844 kB) Citations (4)
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Abstract: We propose a method for generating random independent vectors that have a given continuous distribution density with compact support. The main advantage of the proposed method are guaranteed estimates of the error in the generation of random vectors. We show an illustrative experimental comparison of the proposed method with the Metropolis–Hastings algorithm.
Keywords: random vector generation, Metropolis–Hastings algorithm.
Funding agency Grant number
Russian Foundation for Basic Research 16-29-12878_офи_м
This work was supported by the Russian Foundation for Basic Research, project no. 16-29-12878.
Presented by the member of Editorial Board: B. M. Miller

Received: 19.02.2018
English version:
Automation and Remote Control, 2018, Volume 79, Issue 9, Pages 1569–1581
DOI: https://doi.org/10.1134/S0005117918090035
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: B. S. Darkhovsky, Yu. S. Popkov, A. Yu. Popkov, A. S. Aliev, “A method of generating random vectors with a given probability density function”, Avtomat. i Telemekh., 2018, no. 9, 31–45; Autom. Remote Control, 79:9 (2018), 1569–1581
Citation in format AMSBIB
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\paper A method of generating random vectors with a given probability density function
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\issue 9
\pages 31--45
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\transl
\jour Autom. Remote Control
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\vol 79
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\pages 1569--1581
\crossref{https://doi.org/10.1134/S0005117918090035}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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