Sampling

maoud.sampling.rejection_sampling(pdf, x, n_samples, *args)

This is maybe the simplest implementation of the acceptance-rejection sampler.

Parameters:

pdf : callable

The analytical formulation of the density function to get samples from.

x : array

The support of the pdf.

n_samples : int

The sample size.

args : list

List of additional arguments to be passed to pdf.

Returns:

accepted_samples : array

Array containing samples from pdf

acceptance_fraction : float

The mean ratio between the number of accepted samples and the number of generated ones.