gradoptics.inference.rejection_sampling

gradoptics.inference.rejection_sampling.rejection_sampling(pdf, nb_point, proposal_distribution, m=None, batch_size=1000000, eps=1e-15, device='cpu')

Samples from an unnormalized pdf using rejection sampling

Parameters

• pdf – Function that evaluates the unnormalized pdf of a data point (Callable)

• nb_point – Number of points to sample (int)

• proposal_distribution – Proposal distribution (BaseDistribution)

• m – M (float)

• batch_size – Batch size (int)

• eps – Parameter used for numerical stability (float). Default is '1e-15'

• device – The desired device of returned tensor (str). Default is 'cpu'

Returns

Sampled points (torch.tensor)