Timeline for Sampling method for a specific distribution in high dimensions
Current License: CC BY-SA 4.0
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| Jan 20, 2021 at 15:48 | comment | added | Penelope Benenati | Thank you for your answer @RaphaelB4. My "departure point" in my research was exactly this rejection method. The issue is that the minimum over $X$ of the acceptance probability decreases as $d$ grows, and it is equal to $\Theta\left(\frac{1}{\sqrt{d}}\right)$. I am looking for a fastest method. In my problem formulation, in fact, my goal is to avoid wasting time with rejection sampling techniques. | |
| Jan 20, 2021 at 13:59 | history | answered | RaphaelB4 | CC BY-SA 4.0 |