Pseudo random number sampling
Description
伪随机数采样。
有限离散分布
连续分布
生成独立样本
- # Inverse transform sampling
- Rejection sampling
- Slice sampling
- Ziggurat algorithm
- Convolution random number generator
生成相关样本
- Markov chain Monte Carlo
- Metropolis-Hastings algorithm
- Glibbs sampling
- Slice sampling
- Reversible-jump Markov chain Monte Carlo
- Particle filters
生成正态分布
- Box-Muller transform
- Marsaglia polar method