Rejection Sampling
Overview
Rejection sampling proposes candidates and accepts or discards them to obtain samples from a desired distribution, with proposal quality governing how much computation is wasted. Methods include learned proposals, threshold-free approximate samplers, and token- or segment-level rejection in language-model generation and post-training. Applications range from posterior approximation and matrix sampling to reducing hallucinations, improving reasoning data, and replanning after robot failures. The central tension is balancing efficiency and sample quality with guarantees about the resulting distribution, especially when acceptance criteria or training data introduce bias.
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