An introduction to rejection sampling @SpartacanUsuals
An introduction to rejection sampling  @SpartacanUsuals
Uploaded May 2018 | Updated September 2026, 2 hours ago
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: amazon.co.uk/Students-Guide-Bayesian-Statistics/dp/1473916364

For more information on all things Bayesian, have a look at: ben-lambert.com/bayesian/. The playlist for the lecture course is here: youtube.com/playlist?list=PLwJRxp3blEvZ8AKMXOy0fc0cqT61GsKCG&disable_polymer=true
An introduction to rejection samplingEstimating the error variance in matrix form - part 5On the sensitivity of the marginal likelihood to prior choiceIndependent two sample t test for populations with equal variancesAn example of how an improper prior leads to an improper posteriorCovariance between indicators and factorsThe distribution zoo app to help to understand and use probability distributionsFactor Analysis - model representation - part 2Using a Bayes box to calculate the denominatorPropensity score theorem proof - part 1Estimating the error variance in matrix form - part 3Geometric Interpretation of Ordinary Least Squares: An Introduction
Ben Lambert |

An introduction to rejection sampling

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