Partial Rejection Sampling is an algorithmic approach to obtaining a perfect sample from a specified distribution. The objects to be sampled are assumed to be represented by a number of random variables. In contrast to classical rejection sampling, in which all variables are resampled until a feasible solution is found, partial rejection sampling aims at greater efficiency by resampling only a subset of variables that `go wrong'. Partial rejection sampling is closely related to Moser and Tardos' algorithmic version of the Lov\'asz Local Lemma, but with the additional requirement that a specified output distribution should be met. This article provides a largely self-contained account of the basic form of the algorithm and its analysis.
翻译:部分拒绝抽样是一种从特定分布中获得完美样本的算法方法。 将抽样的物体假定由若干随机变量代表。 与典型的拒绝抽样不同,在找到可行解决办法之前,所有变量都重新取样,部分拒绝抽样只对“ 错误” 的一组变量进行抽样,目的是提高效率。 部分拒绝抽样与Lov\'asz Lemma的Moser和Tardos的逻辑版本密切相关,但附加了满足特定输出分布的要求。 本条对算法的基本形式及其分析提供了基本上自成一体的说明。