How to resample continuous random variables based on a 2D probability density function
4 ビュー (過去 30 日間)
古いコメントを表示
I have two-dimensional data and n number of data. I can have the Kernel density estimation of this data, how can I generate more data based on this distribution?
0 件のコメント
回答 (1 件)
Arun Mathamkode
2018 年 9 月 26 日
I believe the randsample function will be helpful to you. You can use the density estimate from the kernel density estimation as the weights in randsample. You can also use Metropolis-Hastings sample method ( mhsample ) but it may be more suited if you have an analytical expression of the pdf.
0 件のコメント
参考
カテゴリ
Help Center および File Exchange で Multirate Signal Processing についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!