sampling from a Gaussian
The transformation method can't be applied directly to sample from a Gaussian, since there's no closed form for the CDF. However, we can apply it using a simple trick.
This concept has the prerequisites:
Core resources (we're sorry, we haven't finished tracking down resources for this concept yet)
Supplemental resources (the following are optional, but you may find them useful)
→ Pattern Recognition and Machine Learning
A textbook for a graduate machine learning course, with a focus on Bayesian methods.
Location: Section 11.1.1, pages 526-528