24 citations · 68 across the 14 of their papers we have counts for
Showing 2002 · math.PRShow all
2 papers · 2 filters
math.PR2002
Sampling from a couple of negatively correlated gamma variates
Mario Catalani
We propose two algorithms for sampling from two gamma variates possessing a negative correlation. The case of positive correlation is easily solved, so we just mention it. The main…
math.PR2002★ 1 cited
Sampling from a couple of positively correlated beta variates
Mario Catalani
We know that the marginals in a Dirichlet distribution are beta variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a…