adaptive-rejection-sampler
Adaptive Rejection Sampler
Overview
This skill provides guidance for implementing Adaptive Rejection Sampling (ARS) algorithms. ARS is a method for generating samples from log-concave probability distributions by constructing piecewise linear upper and lower envelopes of the log-density function. The skill focuses on procedural approaches, performance optimization, and verification strategies rather than providing implementation code.
When to Use This Skill
Use this skill when:
- Implementing adaptive rejection sampling from scratch
- Working with log-concave distribution samplers
- Building statistical sampling algorithms that require envelope construction
- Debugging or optimizing existing ARS implementations
- The task involves R, Python, or other statistical computing environments
Implementation Approach
Phase 1: Algorithm Design Before Coding
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