An introduction to rejection sampling

Explains how to independently sample from a distribution using rejection sampling.
This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: www.amazon.co.uk/Students-Gui...
For more information on all things Bayesian, have a look at: ben-lambert.com/bayesian/. The playlist for the lecture course is here: • A Student's Guide to B...

[@zgbjnnw9306]

Every time when I have statistics problems and nobody could help me, I could always find answers in your videos! Really helpful and intuitive! Thank you so much!

[@mermaid6380]

Hi Ben, Thank you very much for the video! I learned it in class but didn't understand it. You saved my Homework and Midterm!

[@chrismcdonagh4465]

When I google a concept and a Ben Lambert video pops up all my worries fade away.

[@gmarcosoldo]

Thank you so much for this! I read about this topic on Gelman, and did not understand what it was, but this helped soooo much :)

[@tuhinsheikh2880]

Hi Ben, thanks for making this useful video. The presentation with Shiny animation results looks great.

[@joonhocho3863]

Thank you for the excellent video.

[@shashvatshukla]

Fantastic explanation!

[@deniz.7200]

Clear explanation!

[@anoshrezaei2933]

Really nice and practically explained

[@purmortalwang1097]

Thanks so much!

[@andyharrison4194]

Nice explanation.

[@muratcan__22]

thanks!!!

[@kf2469]

Hi Ben, what is options3 for you in your mathematica notebook? Great explanation by the way!

[@Miyelsh]

If you want to generate from 0 to infinity you just have to turn the 8 sideways

[@edgetrading2]

Nice video

[@caljohn1475]

Fantastic explanation, thanks a lot, my lecturer was making it look like rocket science lol

[@mariodamianorusso9045]

MVP

[@ujjwaltyagi3030]

In this case we already knew the posterior to be exponential. What if we dont know the posterior?

[@ibsaibns5419]

so is rejection sampling more useful if we don't know the pdf of the r.v. we are dealing with (if we only know the shape I assume?), and not very useful the other way around?

[@lerneninverschiedenenforme7513]

2:25 isn't the curve p(x), not the y-axis?

[@uchembaka9617]

How did you get (generate) the exponential line?

[@user-du3ow9er1y]

he plotted the function appearently

[@cunningham.s_law]

I don't understand what we can do with this? what is the point?

[@glasSpN]

Integrate any function from which we cannot sample directly, which will usually be the case in a bayesian context (e.g. hierarchical models)

[@tunichtgut5285]

Monte Carlo integration with importance sampling.