Pliable rejection sampling

• URL: http://arxiv.org/abs/2604.22385v1
• Date: Fri, 24 Apr 2026 09:21:53 GMT
• Title: Pliable rejection sampling
• Abstract summary: We present pliable rejection sampling (PRS), a new approach to rejection sampling.<n>PRS builds on rejection sampling and comes with a guarantee on the number of accepted samples.
• Score: 61.01438712621603
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Rejection sampling is a technique for sampling from difficult distributions. However, its use is limited due to a high rejection rate. Common adaptive rejection sampling methods either work only for very specific distributions or without performance guarantees. In this paper, we present pliable rejection sampling (PRS), a new approach to rejection sampling, where we learn the sampling proposal using a kernel estimator. Since our method builds on rejection sampling, the samples obtained are with high probability i.i.d. and distributed according to f. Moreover, PRS comes with a guarantee on the number of accepted samples.

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