lintsampler

When you know densities on the \(2^k\) vertices of a \(k\)-dimensional hyperbox (or a series of such hyperboxes, e.g., the cells of a \(k\)-dimensional grid), linear interpolant sampling provides a technique to draw samples within the hyperbox.

lintsampler provides a Python implementation of linear interpolation sampling, using only numpy.

These pages describe how linear interpolation sampling works and how to use lintsampler. For a more detailed introduction to the theory, see the paper (LINK).

The source code is a public repository on GitHub.