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Rejection Sampling State space Sample from an easy function Compute rejection ratio: a(x)=p(x) /cq(x) State space Keep particles with probability a(x), reject with probability 1-a(x) Sample Importance resampling State space Sample from an easy function Compute importance weights State space Resample particles from particle set, according to importance weightsRejection Sampling ● Sample from an easy function State Space ● Compute rejection ratio: α(x) = p(x)/cq(x) State Space ● Keep particles with probability α(x), reject with probability 1-α(x) State Space Sample Importance Resampling ● Sample from an easy function State Space ● Compute importance weights State Space ● Resample particles from particle set, according to importance weights State Space
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