I want to use a distribution which has the form:
log_prob(x) = -(x-mu)**4/sig**4 + const.
Lets call this log_f(x).
I thought about using the
Rejector class since this can be enveloped by a
Normal(loc, sig) in a rejection sampler (lets call the log_prob of the Normal log_g to match with wikipedia’s rejection sampling) .
However, the docs aren’t clear on the following items:
log_prob_acceptthe full acceptance probability i.e. log_f(x) - log_g(x) - log(M)
- OR is it just log_f(x)
- what is this? The docs say “Total log probability of acceptance” .
If someone could point me int he right direction I’d be very grateful.