A Gaussian proposal built from the linearized KdV model makes rejection sampling of the truncated KdV Gibbs measure 1 to 6 orders of magnitude more efficient than uniform sampling.
Haver, A possible freak wave event measured at the Draupner Jacket January 1 1995, in Rogue waves, Vol
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In search of rogue waves: a novel proposal distribution for parallelized rejection sampling of the truncated KdV Gibbs measure
A Gaussian proposal built from the linearized KdV model makes rejection sampling of the truncated KdV Gibbs measure 1 to 6 orders of magnitude more efficient than uniform sampling.