Week 2 Flashcards
(21 cards)
1
Q
Transformation method
A
(X1, …, Xd) = (g-11(y1,…,yd), …, g-1d(y1, …, yd))
2
Q
Box muller
A
3
Q
A
4
Q
Pseudo RNG/ LCG
A
Sampling U distributed Uniformly among integers {0, …, M -1}
X_0 is seed
Then X_n = (aX_(n-1) + c) % M
For some integers a,c M
Then U_n = X_n/M (which takes U[0,1])
5
Q
Inversion method
A
6
Q
Cauchy dist inversion
A
7
Q
Inversion on discrete distributions
A
8
Q
Transformation sum of expo
A
9
Q
Transformation quotient of 2 gammas
A
10
Q
Transformation multivariate Gaussian
A
11
Q
Transformation poison
A
12
Q
Simulate poison
A
13
Q
Rejection sampling algo
A
14
Q
Rejection sampling proof
A
15
Q
A
16
Q
Rejection sampling optimal M
A
17
Q
Rejection sampling curse of dim
A
18
Q
Rejection sampling box muller
A
19
Q
What can go wrong w rejection sampling
A
20
Q
Improved rejection sampling
A
(Don’t need π(x) for this!)
21
Q
A
