4 ms·
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/wik
by 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 agoImportance sampling works when you're interested in some linear function[al] of the distribution; not for actual sampling.