IID Sampling from Intractable Multimodal and Variable-Dimensional Distributions

Sourabh Bhattacharya

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arXiv · 2109.12633

IID Sampling from Intractable Multimodal and Variable-Dimensional Distributions

Sourabh Bhattacharya

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Abstract

Bhattacharya (2021b) has introduced a novel methodology for generating iid realizations from any target distribution on the Euclidean space, irrespective of dimensionality. In this article, our purpose is two-fold. We first extend the method for obtaining iid realizations from general multimodal distributions, and illustrate with a mixture of two 50-dimensional normal distributions. Then we extend the iid sampling method for fixed-dimensional distributions to variable-dimensional situations and illustrate with a variable-dimensional normal mixture modeling of the well-known "acidity data", with further demonstration of the applicability of the iid sampling method developed for multimodal distributions.

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Sourabh Bhattacharya. 2021-09-26. IID Sampling from Intractable Multimodal and Variable-Dimensional Distributions. https://arxiv.org/abs/2109.12633

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