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Astrophysics Source Code Library

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Searching for codes credited to 'Petersen, Michael'

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[ascl:2412.029] lintsampler: Efficient random sampling via linear interpolation

lintsampler performs linear interpolant sampling to create a set of sample points from a density function. The code uses the evaluation of the density at the two endpoints of 1D interval, or the four corners of a 2D rectangle, or generally the 2k vertices of a dimensional hyperbox (or a series of such hyperboxes, e.g., the cells of a k-dimensional grid) to draw random samples within the hyperbox. lintsampler works by evaluating a given PDF on the nodes of a grid (or grid-like structure, such as a tree); the number of evaluations (and memory occupancy) grows exponentially with the number of dimensions.