The acceptance-complement method revisited

We revisit the acceptance-complement method in random variate generation and show how it can replace the rejection method in many examples.

While the rejection method has geometrically distributed execution times, the acceptance-complement method has a constant (deterministic) run time and qualifies as a ``one-liner''.

We show how this method can be used to efficiently generate random variates from several distributions, such as the gamma and beta.

In addition, we show that there is an acceptance-complement method that is valid for all log-concave densities with known location of the mode and black-box type access to the density.