Last Updated :2025/12/07

rejection sampling

Noun
uncountable usually
Japanese Meaning
計算統計学や数値解析で用いられる手法。ある分布からのサンプルを生成する際、分布を上から抑え込む(上界となる)近似関数を用いて候補となるサンプルを何度も取得し、候補サンプルの位置における近似関数と目的の分布との比率に基づいて、そのサンプルを採用するか否かを決定する方法。
What is this buttons?

複雑なモデルの事後分布を推定する際、標的分布から近似的なサンプルを得るために受容・棄却法を用いることが多い。

plural

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(computational statistics, numerical analysis) A 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.

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rejection sampling

When estimating posterior distributions for complex models, we often rely on rejection sampling to draw approximate samples from the target distribution.

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When estimating posterior distributions for complex models, we often rely on rejection sampling to draw approximate samples from the target distribution.

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