GaussianReference
GaussianReference(self, domain: Domain | None = None)The standard \(d\)-dimensional Gaussian density, \(\mathcal{N}(\boldsymbol{0}_{d}, \boldsymbol{I}_{d})\).
The density can be truncated to a subinterval of the real numbers in each dimension.
Parameters
domain : Domain | None = None-
The domain on which the density is defined in each dimension.
Methods
| Name | Description |
|---|---|
| random | Generates a set of random samples. |
| sobol | Generates a set of QMC samples. |
random
GaussianReference.random(n: int, d: int)Generates a set of random samples.
Parameters
n : int-
The number of samples to draw.
d : int-
The dimension of the samples.
Returns
rs : Tensor-
An \(n \times d\) matrix containing the generated samples.
sobol
GaussianReference.sobol(n: int, d: int)Generates a set of QMC samples.
Parameters
n : int-
The number of samples to generate.
d : int-
The dimension of the samples.
Returns
rs : Tensor-
An \(n \times d\) matrix containing the generated samples.