2021/09/26 by Sourabh Bhattacharya, Bhattacharya, Sourabh
Mathematics · #Computation (stat.CO) #FOS: Computer and information sciences #Methodology (stat.ME) #stat.CO #stat.ME
paper · pdf · doi:10.48550/arxiv.2109.12633
An updated version after fixing some typos in the paper and code
arxiv created 2021/12/15 · arxiv updated 2021/12/16
Bhattacharya (2021b) has introduced a novel methodology for generating iid realizations from any target distribution on the Euclidean space, irrespective of dimensionality. In this article, our purpose is two-fold. We first extend the method for obtaining iid realizations from general multimodal distributions, and illustrate with a mixture of two 50-dimensional normal distributions. Then we extend the iid sampling method for fixed-dimensional distributions to variable-dimensional situations and illustrate with a variable-dimensional normal mixture modeling of the well-known "acidity data", with further demonstration of the applicability of the iid sampling method developed for multimodal distributions.