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

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)

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.

Asked:

on 23 Sep 2018

Answered:

on 26 Sep 2018

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