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Uniform Sampling

Uniform Sampling

Sep 18, 20241 min read

  • distributions

Uniform Sampling

  • Random Sampler
  • Uniform Distribution
  • If need to sample from another distribution with a PDF f(x). Can use a uniform Sampler on the distribution [0,1] to indirectly sample from it
    • Coordinate transform
    • CDF
    • Get a Sampler for by Xi​=φ−1∘Ui​

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