Probabilistic Models, Sampling Methods, Machine Learning, Editors Pick, Hands On Tutorials.
of Q(x). An example of and pseudocode for such an approach can be seen in this figure: Rejection sampling with simultaneous calculation of c. Figure and pseudocode are an adaptation of those produced by Ghojogh, Nekoei, and Ghojogh et al., Our unbiased estimate for the expectation of interest (