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adifl1 / pmtk3

Automatically exported from code.google.com/p/pmtk3
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Adaptive Rejection Sampling incorrect #61

Open GoogleCodeExporter opened 8 years ago

GoogleCodeExporter commented 8 years ago 
Hi, 

I found a bug in the adaptive rejection sampling code -- ars.m

arsEvalHulls returns log-values but they are subsequently treated as 
probability values for the accept/reject steps in lines 86 and 91 (eg divided 
with each other and compared to a uniform draw).  This can cause the ARS to 
sample heavier tails than it should.

Original issue reported on code.google.com by leviboy...@gmail.com on 27 Aug 2013 at 11:20

GoogleCodeExporter commented 8 years ago 
Moved to GitHub: https://github.com/probml/pmtk3/issues/61

Original comment by irosen on 4 Jan 2014 at 2:39