Rejection sampling from shape-constrained distributions in sublinear time

Sinho Chewi, Patrik R. Gerber, Chen Lu, Thibaut Le Gouic, Philippe Rigollet. Rejection sampling from shape-constrained distributions in sublinear time. In Gustau Camps-Valls, Francisco J. R. Ruiz, Isabel Valera, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event. Volume 151 of Proceedings of Machine Learning Research, pages 2249-2265, PMLR, 2022. [doi]

Authors

Sinho Chewi

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Patrik R. Gerber

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Chen Lu

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Thibaut Le Gouic

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Philippe Rigollet

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