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.