Researchers show how to sample exactly discrete probability distributions whose defining parameters are distributed among remote parties. For this purpose, von Neumann’s rejection algorithm is turned into a distributed sampling communication protocol. They study the expected number of bits communicated among the parties and also exhibit a trade-off between the number of rounds of the rejection algorithm and the number of bits transmitted in the initial phase. Finally, remote sampling is applied to the simulation of quantum entanglement in its essentially most general form possible, when an arbitrary finite number m of parties share systems of arbitrary finite dimensions on which they apply arbitrary measurements (not restricted to being projective measurements, but restricted to finitely many possible outcomes). In case the dimension of the systems and the number of possible outcomes per party are bounded by a constant, it suffices to communicate an expected $O\left(m^2\right)$ bits in order to simulate exactly the outcomes that these measurements would have produced on those systems.