GaussianReference

GaussianReference(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(d: int, n: int)

Generates a set of random samples.

Generates a set of random samples from the reference density.

Parameters

d : int

The dimension of the samples.

n : int

The number of samples to draw.

Returns

rs : Tensor

An \(n \times d\) matrix containing the generated samples.

sobol

GaussianReference.sobol(d: int, n: int)

Generates a set of QMC samples.

Generates a set of QMC samples from the reference density using a Sobol sequence.

Parameters

d : int

The dimension of the samples.

n : int

The number of samples to generate.

Returns

rs : Tensor

An \(n \times d\) matrix containing the generated samples.