adaptive-rejection-sampler
OfficialEfficient ARS sampling for log-concave distributions.
Authorletta-ai
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill provides procedural guidance for implementing Adaptive Rejection Sampling (ARS) for log-concave distributions, including envelope construction and adaptive updates.
Core Features & Use Cases
- Algorithm Design: Build and update piecewise linear envelopes.
- Sampling Strategy: Draw samples via exponential of upper hull with acceptance tests.
- Verification: Test with standard log-concave distributions like exponential and Gaussian.
Quick Start
Implement ARS for a log-concave target distribution and generate 1000 samples.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: adaptive-rejection-sampler Download link: https://github.com/letta-ai/skills/archive/main.zip#adaptive-rejection-sampler Please download this .zip file, extract it, and install it in the .claude/skills/ directory.