Automatic random variate generation

Research output

Research output per year 1998 2000 2003 2004

• 11 Journal article
• 4 Contribution to conference proceedings
• 1 Chapter in edited volume
• 1 Habilitation

Research output per year

Research output per year

Search results

• 2004

  An Error in the Kinderman-Ramage Method and How to Fix It

  Tirler, G., Hörmann, W. & Leydold, J., 2004, In: Computational Statistics and Data Analysis.

  Publication: Scientific journal › Journal article › peer-review

• Smoothed Transformed Density Rejection

  Leydold, J. & Hörmann, W., 2004, In: Monte Carlo Methods and Applications.

  Publication: Scientific journal › Journal article › peer-review

• 2003

  An Automatic Code Generator for Nonuniform Random Variate Generation

  Leydold, J., Derflinger, G., Tirler, G. & Hörmann, W., 2003, In: Mathematics and Computers in Simulation.

  Publication: Scientific journal › Journal article › Research › peer-review

• Automatic Nonuniform Random Variate Generation in R

  Tirler, G. & Leydold, J., 2003, Proceedings of the 3rd International Workshop on Distributed Statistical Computing (DSC2003), Hrsg. Hornik, K., Leisch, F., Wien 2003.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• Continuous Random Variate Generation by Fast Numerical Inversion

  Hörmann, W. & Leydold, J., 2003, In: ACM Transactions.

  Publication: Scientific journal › Journal article › Research › peer-review

• Short universal generators via generalize ratio-of-uniforms method

  Leydold, J., 2003, In: Mathematics of Computation.

  Publication: Scientific journal › Journal article › Research › peer-review

• Time Series

  Hauser, M. & Hörmann, W., 2003, Automatic Nonuniform Random Variate Generation, Hrsg. Hörmann, W., Leydold, J., Derflinger, G., 345-362. Berlin/Heidelberg: Springer-Verlag 2003.

  Publication: Chapter in book/Conference proceeding › Chapter in edited volume

• 2002

  A Note on the Performance of the 'Ahrens Algorithm'

  Hörmann, W., 2002, In: Computing.

  Publication: Scientific journal › Journal article › Research › peer-review

• Fast Generation of Order Statistics

  Hörmann, W. & Derflinger, G., 2002, In: ACM Transactions.

  Publication: Scientific journal › Journal article › Research › peer-review

• 2000

  Algorithm 802: An Automatic Generator for Bivariate Log-Concave Distributions

  Hörmann, W., 2000, In: ACM Transactions.

  Publication: Scientific journal › Journal article › Research › peer-review

• A Note on Transformed Density Rejection

  Leydold, J., 2000, In: Computing.

  Publication: Scientific journal › Journal article › Research › peer-review

• Automatic Random Variate Generation for Simulation Input

  Hörmann, W. & Leydold, J., 2000, Proceedings of the 2000 Winter Simulation Conference, Hrsg. Joines, J. A., Barton, R., Fishwick, P., Kang, K., 675-682. Pistacaway: NJ. IEEE Press 2000.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• Automatic Sampling with the Ratio-of-Uniforms Method

  Leydold, J., 2000, In: ACM Transactions.

  Publication: Scientific journal › Journal article › Research › peer-review

• Automatische Erzeugung von nicht-gleichverteilten Zufallsvariablen

  Leydold, J., 2000

  Publication: Thesis › Habilitation

• Black Box Algorithms for Generating Non-Uniform Continuous Random Variates

  Leydold, J. & Hörmann, W., 2000, Compstat 2000, Short Communications and Posters, Hrsg. Jansen, J., Bethlehem, J. G., 53-54. Heidelberg: Physica-Verlag 2000.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• Modelling Probability Distributions from Data and its Influence on Simulation

  Hörmann, W., 2000, Proceedings IMACS Symposium on Mathematical Modeling, Argesim Report No. 15, Hrsg. Troch, I., Breitenecker, F., 429-435 2000.

  Publication: Chapter in book/Conference proceeding › Contribution to conference proceedings

• 1998

  A sweep-plane algorithm for generating random tuples in simple polytopes

  Leydold, J. & Hörmann, W., 1998, In: Mathematics of Computation.

  Publication: Scientific journal › Journal article › Research › peer-review