topic Adaptive Rejection Sampling in SAS/IML Software and Matrix Computations https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Adaptive-Rejection-Sampling/m-p/27381#M126 <HTML><HEAD></HEAD><BODY><P>Does anyone know whether there is an avaiable function within proc iml for adaptive rejection sampling from any univariate log-concave probability density function? Thanks in advance!</P></BODY></HTML> Tue, 10 Jan 2012 20:09:39 GMT ddong 2012-01-10T20:09:39Z Adaptive Rejection Sampling https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Adaptive-Rejection-Sampling/m-p/27381#M126 <HTML><HEAD></HEAD><BODY><P>Does anyone know whether there is an avaiable function within proc iml for adaptive rejection sampling from any univariate log-concave probability density function? Thanks in advance!</P></BODY></HTML> Tue, 10 Jan 2012 20:09:39 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Adaptive-Rejection-Sampling/m-p/27381#M126 ddong 2012-01-10T20:09:39Z Adaptive Rejection Sampling https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Adaptive-Rejection-Sampling/m-p/27382#M127 <HTML><HEAD></HEAD><BODY><P> There is no built-in pre-written algorithm to do this. The following web page outlines an implementation in MATLAB or SAS/IML:</P><P><A href="http://www.angelfire.com/falcon/isinotes/statcomp/mcmc/gibbs5.html">http://www.angelfire.com/falcon/isinotes/statcomp/mcmc/gibbs5.html</A></P></BODY></HTML> Tue, 10 Jan 2012 20:56:47 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Adaptive-Rejection-Sampling/m-p/27382#M127 Rick_SAS 2012-01-10T20:56:47Z Adaptive Rejection Sampling https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Adaptive-Rejection-Sampling/m-p/27383#M128 <HTML><HEAD></HEAD><BODY><P> Thanks Rick, for the information.</P></BODY></HTML> Tue, 10 Jan 2012 21:09:23 GMT https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/Adaptive-Rejection-Sampling/m-p/27383#M128 ddong 2012-01-10T21:09:23Z