A simple method for rejection sampling efficiency improvement on SIMT architectures
Gavin Ridley, Benoit Forget
Topics & Concepts
Thread (computing)Rejection samplingComputer scienceSampling (signal processing)Sampling distributionAlgorithmSimple (philosophy)Probability distributionImportance samplingApplied mathematicsAdaptive samplingSlice samplingMathematical optimizationMathematicsStatisticsMonte Carlo methodMarkov chain Monte CarloOperating systemEpistemologyPhilosophyFilter (signal processing)Computer visionMonte Carlo molecular modelingMachine Learning and AlgorithmsNumerical Methods and AlgorithmsGaussian Processes and Bayesian Inference