To what extent should we master the knowledge from this lecture? As a person with few math fundamentals, it’s quite difficult to understand those equations.
ndiamant
Are there cases where you would combine rejection with warping, or is that a pretty rare scenario?
dchen1
@emmurphy I agree that if you haven't taken a probability course it might be pretty hard to understand at first. Which equations are the most confusing? I think you can safely ignore the r theta expressions for unit circle, especially because it doesn't produce a desired distribution.
Also I highly recommend 15-259 as a probability course if you're in CS :)
nouyang
The implementation of this is looping every sample and test it with random numbers? So there's a tradeoff of efficiency vs accuracy.
To what extent should we master the knowledge from this lecture? As a person with few math fundamentals, it’s quite difficult to understand those equations.
Are there cases where you would combine rejection with warping, or is that a pretty rare scenario?
@emmurphy I agree that if you haven't taken a probability course it might be pretty hard to understand at first. Which equations are the most confusing? I think you can safely ignore the r theta expressions for unit circle, especially because it doesn't produce a desired distribution.
Also I highly recommend 15-259 as a probability course if you're in CS :)
The implementation of this is looping every sample and test it with random numbers? So there's a tradeoff of efficiency vs accuracy.