Publication: Some Fundamental Properties of a Multivariate von Mises Distribution. Multivariate von Mises distributions can be used to describe components in mixture models for angular data. Here, we derive sufficient criteria for von Mises distributions to be unimodal. … read more
Publication: Matrix Analysis and Algorithms. Numerical Linear Algebra lecture notes by Andrew Stuart and Jochen Voss. … read more
The Ziggurat Method for Generating Gaussian Random Numbers. A fast method for generating Gaussian random numbers. … read more
| details: | Jochen Voss: Statistical Computing. Lecture notes, 2011. |
|---|---|
| preprint: | preprint:pdf |
| metadata: | BibTeX, Google |
| keywords: | statistical computing, random number generation, MCMC, lecture notes, teaching |
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