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@ -34,7 +34,7 @@ namespace MathNet.Numerics.Statistics.Mcmc |
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/// <summary>
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/// Rejection sampling produces samples from distribition P by sampling from a proposal distribution Q
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/// and accepting/rejecting based on the density of P and Q. The density of P and Q don't need to
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/// to be normalized, but we do need that for each x, P(x) < Q(x).
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/// to be normalized, but we do need that for each x, P(x) < Q(x).
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/// </summary>
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/// <typeparam name="T">The type of samples this sampler produces.</typeparam>
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public class RejectionSampler<T> : McmcSampler<T> |
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