XBeta Wiki
Sampling method

A sampling method is an algorithm for drawing random samples from a probability distribution.

Some examples of sampling methods:

• Markov chain Monte Carlo methods are sampling method based on generating Markov chains?.
• The Metropolis-Hastings algorithm is a particular Markov chain Monte Carlo method which uses a proposal density and a rejection rule.
• The Accept-reject method is a sampling method which allows sampling from a target density using draws from an instrumental density with a specific rejection rule.
• The Gibbs sampler is a special case of the Metropolis-Hastings algorithm which uses draws from the conditional densities of the target distribution to generate draws from a marginal distribution.