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Rejection sampling

Noun

Definitions

1.NounA technique used to generate observations from a distribution by repeatedly sampling an approximation function that bounds the distribution everywhere from above and rejecting the samples based on the quotient of the two functions at the sample's location.

Synonyms

rejection regionpseudosamplingsamplingsample functionsequential probability ratio testjackknifemonte carlo methodstudentizationdenialdischargedismissaledit
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