Corpus ID: 88519033

On the Generalized Ratio of Uniforms as a Combination of Transformed Rejection and Extended Inverse of Density Sampling

@article{Martino2012OnTG,
  title={On the Generalized Ratio of Uniforms as a Combination of Transformed Rejection and Extended Inverse of Density Sampling},
  author={Luca Martino and D. Luengo and Joaqu'in M'iguez},
  journal={arXiv: Computation},
  year={2012}
}
In this work we investigate the relationship among three classical sampling techniques: the inverse of density (Khintchine's theorem), the transformed rejection (TR) and the generalized ratio of uniforms (GRoU). Given a monotonic probability density function (PDF), we show that the transformed area obtained using the generalized ratio of uniforms method can be found equivalently by applying the transformed rejection sampling approach to the inverse function of the target density. Then we… Expand

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