AI engineering glossary · Probability
What is rejection sampling?
Rejection sampling: A technique for drawing samples from a target distribution by drawing from a simpler proposal distribution and accepting each draw with a probability proportional to the target density there. Rejected draws are discarded.
Rejection sampling: an example
To sample from an awkward curve, propose points under an easy envelope curve and keep only those that fall under the target curve.
Related terms
More Probability terms
- Sample
- Sample mean
- Sample space
- Sampling bias
- Sampling with replacement
- Sampling without replacement
- Simple random sample
- Simpson's paradox
Where you learn it
Rejection sampling is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.