transformation method

Summary

The transformation method is a way of sampling from univariate probability distributions by sampling a uniform random variable and inverting the CDF.

Context

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)

-Free-

Machine learning summer school: Markov chain Monte Carlo (2009)
A video tutorial on MCMC methods.
Location: From 12:04 to 13:50
Author: Iain Murray

-Paid-

See also