Hi, I've started using Julia for some machine learning tasks and love it so far. Currently I need to sample from a generalized inverse Gaussian distribution [1], where p=1. However, it seems the Distribution is not implemented in the Distributions.jl package. Does anyone know if there exists an efficient implementation? If not, maybe someone knows an easy way how to implement a sampler myself? Of course I could try to use rejection sampling with a gamma distribution as proposal distribution, but maybe there is a better way.
Thanks in advance! Lars [1] https://en.wikipedia.org/wiki/Generalized_inverse_Gaussian_distribution
