Patent ID: 8838415
Filing Date: 2014-09-16
Classification: G06F

Abstract:
1. A method comprising: performing iterative rejection sampling on a domain in accordance with a target distribution wherein the domain is partitioned to define a partition comprising partition elements and wherein each iteration of the rejection sampling includes selecting a partition element from the partition in accordance with partition element selection probabilities, acquiring a sample of the domain in the selected partition element according to a normalized proposal distribution that is associated with and normalized over the selected partition element, and accepting or rejecting the acquired sample based on the target distribution and a bound associated with the selected partition element; and during the iterative rejection sampling, adapting the partition by replacing a partition element of the partition with two or more split partition elements, associating bounds with the split partition elements, and computing partition element selection probabilities for the split partition elements; wherein the performing of iterative rejection sampling and the adapting of the partition is performed by an electronic processing device.