Fixing Random, part 28

added by DotNetKicks
5/7/2019 1:09:03 PM

1 Kicks, 212 Views

Last time on FAIC we implemented a technique for sampling from a non-normalized target PDF: Find an everywhere-larger helper PDF that we can sample from. Sample from it. Accept or reject the sample via a coin flip with the ratio of weights in the target distribution and the helper distribution.