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tupui / sampling_scipy.ipynb
Last active July 18, 2022 22:46
Improving random sampling in Python
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@tupui
tupui / timing_mc_qmc.py
Last active April 12, 2022 11:37
Timing MC vs QMC
"""Timing MC vs QMC.
Comparison of `numpy.random.Generator` (MC) vs `scipy.stats.qmc.Sobol` (QMC)
speed to sample points.
----------------
MIT License
Copyright (c) 2022 Pamphile Tupui ROY
@tupui
tupui / convergence_pi.py
Last active March 15, 2022 18:04
Convergence on the value of Pi using Monte Carlo vs QMC
"""Convergence of Pi using QMC.
---------------------------
MIT License
Copyright (c) 2022 Pamphile Tupui ROY
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
@tupui
tupui / Brewfile
Last active August 31, 2022 11:03
What I need for my Mac
tap "hashicorp/tap"
tap "homebrew/bundle"
tap "homebrew/cask"
tap "homebrew/cask-drivers"
tap "homebrew/core"
tap "osx-cross/arm"
tap "osx-cross/avr"
tap "qmk/qmk"
tap "romkatv/powerlevel10k"
# Run your GitHub Actions locally 🚀
@tupui
tupui / poisson_disk_sampling.py
Last active January 28, 2022 10:44
Poisson disk sampling in n-dimensions
"""Poisson disk sampling in n-dimensions.
This is part of an effort to add Poisson disk sampling into SciPy:
https://github.com/scipy/scipy/pull/13918
---------------------------
MIT License
@tupui
tupui / mcm2021_scipy_pytorch_demo.ipynb
Last active August 16, 2021 17:18
MCM 2021 Scipy and Pytorch demo
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@tupui
tupui / olhs_sampling.py
Last active August 9, 2021 15:50
Orthogonal Latin Hypercube Sampling
"""Orthogonal Latin Hypercube Sampling.
---------------------------
MIT License
Copyright (c) 2021 Pamphile Tupui ROY
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
@tupui
tupui / lloyd_sampling.py
Last active August 9, 2021 05:40
Centroidal Voronoi Tessellation to generate sample: Lloyd's algorithm
"""Centroidal Voronoi Tessellation to generate sample: Lloyd's algorithm.
Based on the implementation of Stéfan van der Walt
https://github.com/stefanv/lloyd
which is:
Copyright (c) 2021-04-21 Stéfan van der Walt https://github.com/stefanv/lloyd
MIT License
@tupui
tupui / sobol_bit_generator.py
Last active April 13, 2021 14:45
Sobol' as a numpy.random.Generator
"""Sobol' as a numpy.random.Generator.
.. note:: This script relies SciPy >1.7
---------------------------
MIT License
Copyright (c) 2021 Pamphile Tupui ROY
@tupui
tupui / joint_distribution.py
Last active October 2, 2021 16:03
Sampling a joint distribution with a copula
"""Sampling a joint distribution with a copula.
A copula describes the dependency between the marginal
distributions. Using the copula, you can sample from a
joint distribution.
---------------------------
MIT License