| 摘要 |
Iterative rejection sampling is performed on a domain in accordance with a target distribution. The domain is partitioned to define a partition comprising partition elements, and each iteration of the rejection sampling includes selecting a partition element from the partition in accordance with partition element selection probabilities. A sample of the domain is acquired in the selected partition element according to a normalized proposal distribution that is associated with and normalized over the selected partition element. The acquired sample is accepted or rejected based on the target distribution and a bound associated with the selected partition element. During the iterative rejection sampling, the partition is adapted by replacing a partition element of the partition with two or more split partition elements, associating bounds with the split partition elements, and computing partition element selection probabilities for the split partition elements.
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