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If we use a rejection sampling scheme to obtain samples from p(x) by first sampling from p0 x), we can ask how many samples we will need on average from p0 to obtain one sample from p. In this scheme, we produce a sample x∼p0 x) and then decide whether to accept or reject the sample based on the criterion u ≤ e αU ( x ) e αT, (10).
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com