How to resample continuous random variables based on a 2D probability density function

3 views (last 30 days)
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?

Answers (1)

Arun Mathamkode
Arun Mathamkode on 26 Sep 2018
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.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!