@article {hormann2013generating, title = {Generating generalized inverse Gaussian random variates}, journal = {Statistics and Computing}, year = {2013}, pages = {1{\textendash}11}, publisher = {Springer US}, author = {Wolfgang H{\"o}rmann and Leydold, Josef} } @article {botts2013transformed, title = {Transformed density rejection with inflection points}, journal = {Statistics and Computing}, volume = {23}, number = {2}, year = {2013}, pages = {251{\textendash}260}, publisher = {Springer US}, author = {Botts, Carsten and Wolfgang H{\"o}rmann and Leydold, Josef} } @article {leydold2011generating, title = {Generating generalized inverse Gaussian random variates by fast inversion}, journal = {Computational Statistics \& Data Analysis}, volume = {55}, number = {1}, year = {2011}, pages = {213{\textendash}217}, publisher = {North-Holland}, author = {Leydold, Josef and Wolfgang H{\"o}rmann} } @conference {Derflinger;Hoermann;Leydold;Sak:2009a, title = {Efficient Numerical Inversion for Financial Simulations}, booktitle = {Monte Carlo and Quasi-Monte Carlo Methods 2008}, year = {2009}, pages = {297{\textendash}304}, publisher = {Springer-Verlag}, organization = {Springer-Verlag}, address = {Heidelberg}, author = {Derflinger, Gerhard and Wolfgang H{\"o}rmann and Leydold, Josef and Sak, Halis} } @inbook {Hoermann;Leydold:2009a, title = {Sampling from Linear Multivariate Densities}, booktitle = {Advancing the Frontiers of Simulation: A Festschrift in Honor of George Samuel Fishman}, year = {2009}, pages = {143{\textendash}152}, publisher = {Springer-Verlag}, organization = {Springer-Verlag}, address = {Heidelberg}, author = {Wolfgang H{\"o}rmann and Leydold, Josef} } @conference {Hoermann;Leydold:2006a, title = {Black-Box Algorithms for Sampling from Continuous Distributions}, booktitle = {Proceedings of the 2006 Winter Simulation Conference}, year = {2006}, pages = {129{\textendash}136}, author = {Wolfgang H{\"o}rmann and Leydold, Josef} } @conference {Hoermann;Leydold:2005a, title = {Monte Carlo Integration Using Importance Sampling and Gibbs Sampling}, booktitle = {Proceedings of the International Conference on Computational Science and Engineering}, year = {2005}, pages = {92{\textendash}97}, author = {Wolfgang H{\"o}rmann and Leydold, Josef} } @book {724, title = {Automatic Nonuniform Random Variate Generation}, year = {2004}, publisher = {Springer-Verlag}, organization = {Springer-Verlag}, address = {Berlin Heidelberg}, author = {Wolfgang H{\"o}rmann and Leydold, Josef and Derflinger, Gerhard} } @article {Tirler;etal:2004a, title = {An Error in the {Kinderman-Ramage} Method and How to Fix It}, journal = {Computational Statistics and Data Analysis}, volume = {47}, number = {3}, year = {2004}, pages = {433{\textendash}440}, author = {Tirler, G{\"u}nter and Dalgaard, Peter and Wolfgang H{\"o}rmann and Leydold, Josef} } @article {Leydold;Hoermann:2004b, title = {Smoothed Transformed Density Rejection}, journal = {Monte Carlo Methods and Applications}, volume = {10}, number = {3{\textendash}4}, year = {2004}, pages = {393{\textendash}402}, author = {Leydold, Josef and Wolfgang H{\"o}rmann} } @article {Leydold;etal:2003a, title = {An Automatic Code Generator for Nonuniform Random Variate Generation}, journal = {Mathematics and Computers in Simulation}, volume = {62}, number = {3{\textendash}6}, year = {2003}, pages = {405{\textendash}412}, author = {Leydold, Josef and Derflinger, Gerhard and Tirler, G{\"u}nter and Wolfgang H{\"o}rmann} } @article {Hoermann;Leydold:2003a, title = {Continuous Random Variate Generation by Fast Numerical Inversion}, journal = {ACMTOMACS}, volume = {13}, number = {4}, year = {2003}, pages = {347{\textendash}362}, author = {Wolfgang H{\"o}rmann and Leydold, Josef} } @conference {Leydold;Janka;Hoermann:2002a, title = {Variants of Transformed Density Rejection and Correlation Induction}, booktitle = {Monte Carlo and Quasi-Monte Carlo Methods 2000}, year = {2002}, pages = {345{\textendash}356}, publisher = {Springer-Verlag}, organization = {Springer-Verlag}, address = {Heidelberg}, author = {Leydold, Josef and Janka, Erich and Wolfgang H{\"o}rmann} } @conference {Leydold;Hoermann:2001a, title = {Universal Algorithms as an Alternative for Generating Non-Uniform Continuous Random Variates}, booktitle = {{M}onte {C}arlo {S}imulation}, year = {2001}, note = {Proceedings of the International Conference on {M}onte {C}arlo Simulation 2000}, pages = {177{\textendash}183}, publisher = {A. A. Balkema}, organization = {A. A. Balkema}, author = {Leydold, Josef and Wolfgang H{\"o}rmann} } @conference {Hoermann;Leydold:2000a, title = {Automatic Random Variate Generation for Simulation Input}, booktitle = {Proceedings of the 2000 Winter Simulation Conference}, year = {2000}, pages = {675{\textendash}682}, author = {Wolfgang H{\"o}rmann and Leydold, Josef} } @conference {Leydold;Hoermann:2000a, title = {Black Box Algorithms for Generating Non-Uniform Continuous Random Variates}, booktitle = {COMPSTAT 2000. Short Communications and Posters}, year = {2000}, pages = {53{\textendash}54}, publisher = {Statistics Netherlands}, organization = {Statistics Netherlands}, author = {Leydold, Josef and Wolfgang H{\"o}rmann} } @conference {Leydold;Leeb;Hoermann:2000a, title = {Higher Dimensional Properties of Non-Uniform Pseudo-Random Variates}, booktitle = {Monte Carlo and Quasi-Monte Carlo Methods 1998}, year = {2000}, pages = {341{\textendash}355}, publisher = {Springer-Verlag}, organization = {Springer-Verlag}, address = {Berlin, Heidelberg}, author = {Leydold, Josef and Leeb, Hannes and Wolfgang H{\"o}rmann} } @article {Leydold;Hoermann:1998a, title = {A Sweep-Plane Algorithm for Generating random tuples in simple polytopes}, journal = {Mathematics of Computation}, volume = {67}, number = {224}, year = {1998}, pages = {1617{\textendash}1635}, keywords = {black box, multivariate log-concave distributions, polytope, rejection method, sweep-plane algorithm, T-concave, TDR, uniform distributions, universal method}, author = {Leydold, Josef and Wolfgang H{\"o}rmann} } @conference {Leydold;Hoermann:1997a, title = {The automatic generation of one- and multi-dimensional distributions with transformed density rejection}, booktitle = {Proceedings of the 15th IMACS World-Congress, Berlin, Vol 2}, year = {1997}, pages = {757{\textendash}760}, author = {Leydold, Josef and Wolfgang H{\"o}rmann} }