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DOE OSTI · 1657100

The Combination of Rejection Sampling with Biased Probability Density Sampling (with Special Comments on MCNP "Cookie Cutter" Rejection)

Booth, Thomas E.
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Abstract

Sampling from biased probability densities and rejection sampling are both very common Monte Carlo techniques. As far as I know, the combination of sampling from a biased density and rejection sampling has not been developed. This note develops the theory for sampling from a biased density and then accepting or rejecting that sampling.

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Booth, Thomas E.. 2020-08-28. The Combination of Rejection Sampling with Biased Probability Density Sampling (with Special Comments on MCNP "Cookie Cutter" Rejection). https://doi.org/10.2172/1657100

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