Adaptive Rejection Sampler #809

cdrnet started this conversation in Ideas

cdrnet
Oct 2, 2013
Maintainer

From: https://mathnetnumerics.codeplex.com/workitem/5629

Adaptive rejection sampling is a very efficient method to sample from arbitrary statistical distributions. The 1D adaptive rejection sampler would be a prime candidate for Math.Net Numerics.

http://www.stat.duke.edu/~cnk/Links/slides.pdf

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