Joluo/SamplingTech

SamplingTech

Monte Carlo Sampling Method

1. Inverse Sampling
2. Rejective Sampling
3. Importance Sampling

MCMC（Markov Chain Monte Carlo） Sampling

1. Metropolis-Hastings Sampling
2. Gibbs Sampling

References:

1. http://blog.csdn.net/Dark_Scope/article/details/70992266
2. http://blog.csdn.net/Dark_Scope/article/details/78937731
3. https://zhuanlan.zhihu.com/p/25610149
4. An Introduction to MCMC for Machine Learning