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Monte Carlo computation has been widely applied in the field of dynamic systems. This paper focuses on the general framework in the implementation of sequential importance sampling by combining redrawing, resampling and rejection control simultaneously. The proposed algorithm is named as Redrawing Resampling Rejection Controlled Sequential Importance Sampling (RR-RC-SIS). It can reduce sampling computation and meanwhile maintain the diversity of random samples. Theoretical basis is given to prove that RR-RC-SIS has advantages in comparison with Rejection Controlled Sequential Importance Sampling. It also has practical value as illustrated in numerical simulation on blind deconvolution problem in digital communications. [ABSTRACT FROM AUTHOR]

The present paper develops a procedure for simulating multivariate data with count and continuous variables with a pre-specified correlation matrix. The count and continuous variables are assumed to have Poisson and normal marginals, respectively. The data generation mechanism is a combination of the normal to anything principle and a newly established connection between Poisson and normal correlations in the mixture. A step-by-step algorithm is provided and its performance is evaluated using two simulated and one real-data scenarios. [ABSTRACT FROM PUBLISHER]