Talk:Rejection sampling

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  1. as a layman I find the present page too hard to understand, e.g. I don't know the terms "subgraph of a function" or "marginally"
  2. how does it compare to alternatives?
  3. I was looking for this information using the term "rejection algorithm", is that a common alternative name?
  4. Yes, I agree. Too full of jargon to be useful for outsiders! E.g. I have no idea what is an 'instrumental distribution'. In the algorithm, how does one 'sample from g(x)'? —Preceding unsigned comment added by (talk) 15:04, 25 July 2010 (UTC)

Example is good, but incomplete[edit]

The circle in square example is very clear, but it lacks the random rejection aspect of the algorithm; once the point is chosen, whether it will be accepted or not is already determined regardless of u. It would be nice to have a more complete example.

Another way of saying this is that this example is more of an example for importance sampling, which does not involve a random u.

—Preceding unsigned comment added by Rodrigo braz (talkcontribs) 02:12, 23 December 2007 (UTC) Rodrigo de Salvo Braz (talk) 02:15, 23 December 2007 (UTC)

Example is AWFUL![edit]

The example reads like someone who completely missed the point and doesn't really understand rejection sampling wrote it. There is an excellent example in rejection sampling from someone who actually understands it at:

You don't simply define a region of space, select random samples, then accept if they are in that space and reject otherwise. That could also be called "rejection sampling", but has nothing to do with what we're talking about here. I'm deleting the example because it's so God-awful. If someone can come up with an example closer to the one above ,I think that would be very nice. — Preceding unsigned comment added by (talk) 23:12, 19 September 2011 (UTC)


Is this method perhaps known in English as von Neumann method? And if it is, should we make a redirect (I tried to find it as a von Neumann method, since it is what we call it in Serbian)? -- Obradović Goran (talk 19:16, 28 April 2008 (UTC)

I never heard of it as the von Neumann method and none of my books cite it as such. No objections on the redirect though. —Preceding unsigned comment added by (talk) 14:54, 14 October 2010 (UTC)