Patent Document ID: 20130338999
Application ID: 13525513
Patent Flag: 0

Claim One:
1. A non-transitory storage medium storing instructions executable by an electronic data processing device to perform rejection sampling to acquire at least one accepted sample of a function or distribution p over a space X in which a proposal distribution q (n) used in the rejection sampling is refined responsive to rejection of a sample x*εX obtained in a current iteration of the rejection sampling to generate a refined proposal distribution q (n+1) for use in a next iteration of the rejection sampling wherein the refined proposal distribution q (n+1) is selected to satisfy the criteria: 
 p ( x )≦ q (n+1) ( x )≦ q (n) ( x ) for all xεX ; and 
 q (n+1) ( x *)< q (n) ( x *).