(This list will be updated occasionally.)
- The $R_1$ quasi-random sequence, which seems to have good properties without the complexity of Sobol’s Sequence.
- Random-swap EM and deterministic-annealing EM. I’ve implemented the former in Julia here.
- The iterated Laplace approximation. The iterLap package implements this in R.
- Soranzo & Epure’s approximation to the normal CDF and quantile functions.
- The sin-arcsinh(-normal) distribution