inverse transform sampling

Concept

A technique to generate samples from a probability distribution by applying the inverse of the cumulative distribution function to uniformly distributed random numbers.

Mentioned in 1 video

Videos Mentioning inverse transform sampling

TU Wien Rendering #33 - Metropolis Light Transport

TU Wien Rendering #33 - Metropolis Light Transport

Two Minute Papers

A technique to generate samples from a probability distribution by applying the inverse of the cumulative distribution function to uniformly distributed random numbers.