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Welcome to my blog, which was once a mailing list of the same name and is still generated by mail. Please reply via the "comment" links.

Always interested in offers/projects/new ideas. Eclectic experience in fields like: numerical computing; Python web; Java enterprise; functional languages; GPGPU; SQL databases; etc. Based in Santiago, Chile; telecommute worldwide. CV; email.

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© 2006-2017 Andrew Cooke (site) / post authors (content).

Generating Uniform, Correlated Random Numbers

From: andrew cooke <andrew@...>

Date: Sun, 22 Nov 2009 19:41:11 -0300

I just posted a simple paper that covers a couple of ways to do this -
http://www.acooke.org/random.pdf

Andrew

Correlated Random Variables

From: andrew cooke <andrew@...>

Date: Fri, 12 Aug 2011 17:35:12 -0400

An alternative approach to this problem is Gibbs Sampling

Readable wikipedia article - http://en.wikipedia.org/wiki/Gibbs_sampling
Worked example - http://www.mas.ncl.ac.uk/~ndjw1/teaching/sim/gibbs/gibbs.html

Andrew

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