sampling from a beta distribution

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Nitzan Shahar
Nitzan Shahar 2017 年 12 月 15 日
Hi All, I need to fit a model where the objective function calculation requires an irritative sampling from two arbitrary beta distributions (each time a different distribution). I got the thing to work but it is painfully slow (in terms of days and even weeks). I tried working with mex files, but it didn't really help. I also tried to create a matrix with 'handmade' samples (then searching the matrix instead of running betarnd), but the matrix got so big it didn't really make a difference.
Any thoughts?? I'm desperate here :)
Thank you, Nitzan.

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