Explicit deterministic transformations of a fixed number of i.i.d. uniforms produce exact Beta(a,1-a) samples for 0<a<1, with corollaries for Beta(a,b), Gamma(c), and Dirichlet with shape parameters below one.
Implicit Reparameterization Gradients
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Extended One-Liners for the Beta, Gamma, and Dirichlet Distributions with Shape Parameters Below One
Explicit deterministic transformations of a fixed number of i.i.d. uniforms produce exact Beta(a,1-a) samples for 0<a<1, with corollaries for Beta(a,b), Gamma(c), and Dirichlet with shape parameters below one.