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stat.ME2022
Scalable random number generation for truncated log-concave distributions
Lambardi di San Miniato, Michele, Kenne Pagui +1
Inverse transform sampling is an exceptionally general method to generate non-uniform-distributed random numbers, but can be rather unstable when simulating extremely truncated dis…
stat.ME2016★ 1 cited
Median bias reduction of maximum likelihood estimates
Euloge Clovis, Kenne Pagui, Alessandra Salvan +1
For regular parametric problems, we show how median centering of the maximum likelihood estimate can be achieved by a simple modification of the score equation. For a scalar parame…