Direct Methods

  • Luca Martino
  • David Luengo
  • Joaquín Míguez
Chapter
Part of the Statistics and Computing book series (SCO)

Abstract

In this chapter we look into a collection of direct methods for random sampling. The term direct is used here to indicate that i.i.d. random draws with exactly the desired probability distribution are produced by applying a transformation that maps one (or many) realizations from the available random source into a realization from the target random variable. Most often, this transformation can be described as a deterministic map. However, we also include here techniques that rely on either discrete or continuous mixtures of densities and which can be interpreted as (pseudo)stochastic transformations of the random source.

Furthermore, many of the techniques proposed in the literature are found to be closely related when studied in sufficient detail. We pay here specific attention to some of these links, as they can be later exploited for the design of more efficient samplers, or simply to attain a better understanding of the field.

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  • Luca Martino
    • 1
  • David Luengo
    • 2
  • Joaquín Míguez
    • 1
  1. 1.Department of Signal Theory and CommunicationsCarlos III University of MadridMadridSpain
  2. 2.Department of Signal Theory and CommunicationsTechnical University of MadridMadridSpain

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