Abstract:The direct sampling method proposed by Walker et al. (JCGS 2011) can generate draws from weighted distributions possibly having intractable normalizing constants. The method may be of interest as a useful tool in situations which require drawing from an unfamiliar distribution. However, the original algorithm can have difficulty producing draws in some situations. The present work restricts attention to a univariate setting where the weight function and base distribution of the weighted target density meet ce… Show more
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