A UNIVERSAL GENERATOR FOR DISCRETE LOG-CONCAVE DISTRIBUTIONS

Authors
HORMANN W
Citation
W. Hormann, A UNIVERSAL GENERATOR FOR DISCRETE LOG-CONCAVE DISTRIBUTIONS, Computing, 52(1), 1994, pp. 89-96
Citations number
13
Categorie Soggetti
Computer Sciences","Computer Science Theory & Methods
Journal title
Computing → ACNP
ISSN journal
0010485X
Volume
52
Issue
1
Year of publication
1994
Pages
89 - 96
Database
ISI
SICI code
0010-485X(1994)52:1<89:AUGFDL>2.0.ZU;2-8
Abstract
We give an algorithm that can be used to sample from any discrete log- concave distribution (e.g. the binomial and hypergeometric distributio ns). It is based on rejection from a discrete dominating distribution that consists of parts of the geometric distribution. The algorithm is uniformly fast for all discrete log-concave distributions and not muc h slower than algorithms designed for a single distribution.