Tag
random-variates
- Jul 10, 2026 Rejection Sampling and the Price of the Envelope The acceptance rate of a rejection sampler is exactly the reciprocal of its envelope constant, which is why a proposal that looks cheap can make the loop run thousands of trials per variate. scientific computing
- Aug 30, 2022 Inverse-Transform Sampling and the Generalized Inverse of the CDF Why mapping a uniform variate through the quantile function produces the right distribution, what the discrete case changes, and where floating-point resolution destroys the tails. scientific computing