1-D Derivative-free Adaptive Rejection Sampler

An ars1d 'screenshot'

Offered here is a templated C++ (with MATLAB MEX interface) implementation of the Derivative-free Adaptive Rejecting Sampling algorithm for 1-D log-concave density functions. Current version: 0.5; last updated 26 April 2008.

If you're not sure whether you need this code, refer to this good tutorial on Adaptive Rejection Sampling.

Check the README for the sampler for more insight into whether my implementation is right for you.

Read the MATLAB wrapper function to learn what using the sampler in MATLAB is like.

And, finally, if you're still interested, you can download the sampler source code.

If you use this code and/or have comments or improvements, I hope you'll drop me a line at tss *at* ri.cmu.edu. Thanks!

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