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rust-random / rand

A Rust library for random number generation.
https://crates.io/crates/rand
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probability density evaluation of a sampled item #1408

Closed jean-pierreBoth closed 8 months ago

jean-pierreBoth commented 8 months ago

Background

It is VERY often necessary after sampling x from a distribution (especially for weighted index) to have the probability of the x sampled. For example it is required to build acceptance rejection scheme (Bayes computation, McMc etc)

Feature request

In the Distribution trait add something like : fn sample_info() -> (T, F) with T object sampled and F: Float + ... giving the proba of likelyhood corresponding.

dhardy commented 8 months ago

This info is not always stored in the distribution objects. Can I suggest using statrs instead?

jean-pierreBoth commented 8 months ago

Ok, thanks.

Le mar. 12 mars 2024 à 12:01, Diggory Hardy @.***> a écrit :

This info is not always stored in the distribution objects. Can I suggest using statrs https://crates.io/crates/statrs instead?

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