5. (Bonus of 10 pts.) The adaptive accept-reject algorithm required that the density being sampled from is log-concave. Let's assume you want to do an adaptive accept-reject algorithm for a density that is not log-concave. Is there any way you could imagine you would adjust/correct for what was discussed in class? Be as specific as possible, and draw a picture if you have to.
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This transformation could involve taking the logarithm of the original density or applying a suitable function to make it log-concave. Show more…
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