From a sample of data I can create a KDE to estimate the probability density with KernelDensity.jl, e.g.:
density_estimator = kde(data)
Now, is there any package or custom code that I could use to retrieve a sample from a distribution with such a density, e.g. something that allows me to do rand(xxx(density_estimator))
?
(Or maybe other implementations of KDE which have that feature?)