An Extension of the Nested Partitions Method
EBERT BREA
Procedure Sampling
for i ←−
for r ←−
for j ←−
if
x(j) ←−xˆ(j)
else
x(j) ←−u(x(2i+1,j), x(2i+2,j), s)
for j ←−
if
y(j) ←−
else
y(j) ←−
¯u(y(2i+1,j), y(2i+2,j), s)
Let zst ←−
|
{z
}
n
;
|
{z
}
m
)
Measure the
s
Let fˆ(ˆz)
Let zˆ
Let ˆi ←−
Let i ←−
switch ˆi do
case ˆi =
Backtrack to
other wise do
Let σ(k +
Figure 21.
Sampling procedure, part ii
C
Function Real
Uniform(a1, b1, a2, b2, n)
Given:
a1 ∈−R:
s=I(1)
Output: a uniformly distributed random real number belonging
intervals,
namely: (a1, b1)
;
Function w(a1, b1, a2, b2, n):
Calculate θ ∈−R and
θ =
b1 −−a1
b1 +
;
x =
Let x ←−x +
return x;
Figure 22.
Double real uniform distribution function
Revista
Semestre
ISSN
ISSN:
138