Nonuniform sampling band-limited gaussian white noise I'd like to sample band-limited Gaussian white noise non-uniformly. One way to approximate this would be to filter Gaussian white noise with a lower cutoff frequency and non-uniformly pick samples from this. However this approach would limit me to a fixed number of time-offsets and require many samples of noise to achieve sufficient resolution.

Is there any better way to do it?
As you mention, you could upsample the signal to a sufficiently high rate.

An alternative would be to compute an interpolation kernel for every desired output sample.  This would probably be pretty inefficient for a large number of output samples.  You could tabulate many interpolation kernels.  That would again leave you with a fixed set of possible offsets, but it might save you time and/or memory.