UniformMapping

UniformMapping(bounds: Tensor, reference: Reference | None = None)

A mapping between the reference density and a uniform density.

The uniform density can have an arbitrary set of bounds in each dimension.

This preconditioner is diagonal.

Parameters

bounds : Tensor

A \(d \times 2\) matrix, where each row contains the lower and upper bounds of the uniform density in each dimension.

reference : Reference | None = None

The reference density. If this is not specified, it will default to the unit Gaussian in \(d\) dimensions with support truncated to \([-4, 4]^{d}\).