Another look at rejection sampling through importance sampling
AbstractWe show that rejection sampling is inferior to the importance sampling algorithm in terms of the [chi]2 distance between the proposal distribution and the target distribution. Similar conclusions are drawn for comparing rejection control with importance sampling.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 72 (2005)
Issue (Month): 4 (May)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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