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Tagged with scalability simulation
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How can we simulate from a geometric mixture?
If $f_1,\ldots,f_k$ are known densities from which I can simulate, i.e., for which an algorithm is available. and if the product $$\prod_{i=1}^k f_i(x)^{\alpha_i}\qquad \alpha_1,\ldots,\alpha_k>0$$ ...
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