4 ms·

For people who like the simplicity of the rejection algorithm, it might be worth checking out Ziggurat sampling which is based on a similar idea, but shapes the

For people who like the simplicity of the rejection algorithm, it might be worth checking out Ziggurat sampling which is based on a similar idea, but shapes the sampling region to reduce rejections: https://en.m.wikipedia.org/wiki/Ziggurat_algorithm https://en.m.wikipedia.org/wiki/Ziggurat_algorithm

charmides 8y ago
To add to that comment, importance sampling is also an attempt to reduce the number of rejections and could be interesting here. https://en.m.wikipedia.org/wiki/Importance_sampling https://en.m.wikipedia.org/wiki/Importance_sampling
- throwaway313213 8y ago
  Importance sampling works when you're interested in some linear function[al] of the distribution; not for actual sampling.