Spent an hour or so tonight to make a quick and dirty visualization of inverse transform sampling! A very important tool in Monte Carlo integration. Basically, you compute the cumulative probability (CDF) from a density function (PDF). You then sample uniformly in [0,1] and invert the CDF for that value. The resulting points are distributed according to your PDF! Interactive Fiddle: https://jsfiddle.net/n5aeL2ms/1/
Made with: https://github.com/sibaku/algeobra
#math #sampling #diagrams #algeobra
Made with: https://github.com/sibaku/algeobra
#math #sampling #diagrams #algeobra


