Sampling Polya-Gamma random variates: alternate and approximate techniques

Saddlepoint approximations in statistics

H. E. Daniels · 1954

Earlier work this paper cites.

First passage times and sojourn density for Brownian motion in space and the exact Hausdorff measure of the sample path

Z. Ciesielski and S. J. Taylor · 1962

Earlier work this paper cites.

Asymptotic Analysis

J. Murray · 1974

Earlier work this paper cites.

Elements of Complex Variables

L. L. Pennisi · 1976

Earlier work this paper cites.

Information and Exponential Families

O. Barndorff-Nielsen · 1978

Earlier work this paper cites.

Edgeworth and saddle-point approximations with statistical applications

O. Barndorff-Nielsen and D. R. Cox · 1979

Earlier work this paper cites.

Eigenvalue expansions for diffusion hitting times

J. T. Kent · 1980

Earlier work this paper cites.

Saddle point approximations for the distribution of the sum of independent random variables

R. Lugannani and S. Rice · 1980

Cited alongside, same era.

Complex Variables and Applications

R. V. Churchill and J. W. Brown · 1984

Cited alongside, same era.

Non-uniform random variate generation

L. Devroye · 1986

Cited alongside, same era.

Saddlepoint Approximations

J. L. Jensen · 1995

Cited alongside, same era.

Lévy Processes and Infinitely Divisible Distributions

K.-I. Sato · 1999

Cited alongside, same era.

Probability laws related to the Jacobi theta and Riemann zeta functions, and brownian excursions

P. Biane, J. Pitman, and M. Yor · 2001

Cited alongside, same era.

Saddlepoint Approximations with Applications

R. W. Butler · 2007

Later among the works it cites.

On exact simulation algorithms for some distributions related to Jacobi theta functions

L. Devroye · 2009

Later among the works it cites.

Simulating random variables using moment generating functions and saddlepoint approximations

D. McLeish · 2010

Later among the works it cites.

Random variate generation for the generalized inverse gaussian distribution

L. Devroye · 2012

Later among the works it cites.

Bayesian inference for logistic models using Pólya-gamma latent variables

Original

N. G. Polson, J. G. Scott, and J. Windle · 2013

Later among the works it cites.