rejection_sampling_demo.ipynb

Kernel: Python [conda env:py3713]

# -*- coding: utf-8 -*-


from math import floor
from numpy import arange
from scipy.stats import gamma
import matplotlib.pyplot as plt
import os
import seaborn as sns

try:
    import probml_utils as pml
except ModuleNotFoundError:
    %pip install -qq git+https://github.com/probml/probml-utils.git
    import probml_utils as pml

os.environ["LATEXIFY"] = ""
os.environ["FIG_DIR"] = "figures"
pml.latexify(width_scale_factor=2)

alpha = 5.7
lam = 2

k = floor(alpha)
M = gamma.pdf(alpha - k, alpha, scale=1 / lam) / gamma.pdf(alpha - k, k, scale=1 / (lam - 1))
xs = arange(0, 10, 0.01)

fig, ax = plt.subplots()
ax.set_xlim(0, 10)
ax.set_ylim(0, 1.4)
ax.plot(xs, gamma.pdf(xs, alpha, scale=1 / lam), "b-", label="target p(x)", lw=1)
ax.plot(xs, M * gamma.pdf(xs, k, scale=1 / (lam - 1)), "r:", label="comparison\nfunction Mq(x)", lw=1.5)
ax.legend(frameon=False, bbox_to_anchor=(0.5, 0.2), fontsize=7)
sns.despine()
pml.savefig("rejectionSamplingDemo_latexified")
plt.show()

saving image to figures/rejectionSamplingDemo_latexified.pdf
Figure size: [3.  1.5]