# Journal article

Abstract:

We describe a method for generating independent samples from univariate density functions using adaptive rejection sampling without the log-concavity requirement. The method makes use of the fact that many functions can be expressed as a sum of concave and convex functions. Using a concave-convex decomposition, we bound the logdensity by separately bounding the concave and convex parts using piecewise linear functions. The upper bound can then be used as the proposal distribution in rejection...

Publication status:
Published

### Access Document

Publisher copy:
10.1198/jcgs.2011.09058

### Authors

More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
Journal:
JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
Volume:
20
Issue:
3
Pages:
670-691
Publication date:
2011-09-01
DOI:
EISSN:
1537-2715
ISSN:
1061-8600
Language:
English
Keywords:
Pubs id:
pubs:353220
UUID:
uuid:6a4b8a07-41cd-4e28-8c0c-db2792b748bb
Local pid:
pubs:353220
Source identifiers:
353220
Deposit date:
2013-11-16