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L. M. Popescu. An extension of the Alias Sampling technique for parameterized probability density functions. Journal of Computational Physics, 160, pp. 612-622, 2000.

Keywords: random sampling, Walker algorithm, alias sampling, parameterized probability distributions, Monte Carlo

URL: http://mipgsun.mipg.upenn.edu/~popescu/publications/asamp.pdf

Posted by Lucretiu M. Popescu

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