nessai.utils.sampling

Utilities related to drawing samples.

Module Contents

Functions

compute_radius(n, q=0.95)	Compute the radius that contains a fraction of the total probability in an n-dimensional unit Gaussian.
draw_surface_nsphere(dims, r=1, N=1000)	Draw N points uniformly from n-1 sphere of radius r using Marsaglia's
draw_nsphere(dims, r=1, N=1000, fuzz=1.0)	Draw N points uniformly within an n-sphere of radius r
draw_uniform(dims, r=(1, ), N=1000, fuzz=1.0)	Draw from a uniform distribution on [0, 1].
draw_gaussian(dims, r=1, N=1000, fuzz=1.0)	Wrapper for numpy.random.randn that deals with extra input parameters
draw_truncated_gaussian(dims, r, N=1000, fuzz=1.0, var=1)	Draw N points from a truncated gaussian with a given a radius

nessai.utils.sampling.compute_radius(n, q=0.95)

Compute the radius that contains a fraction of the total probability in an n-dimensional unit Gaussian.

Uses the inverse CDF of a chi-distribution with n degrees of freedom.

Parameters

nint

Number of dimensions

qfloat

Fraction of the total probability

Returns

float

Radius

nessai.utils.sampling.draw_surface_nsphere(dims, r=1, N=1000)

Draw N points uniformly from n-1 sphere of radius r using Marsaglia’s algorithm. E.g for 3 dimensions returns points on a ‘regular’ sphere.

See Marsaglia (1972)

Parameters

dimsint

Dimension of the n-sphere

rfloat, optional

Radius of the n-sphere, if specified it is used to rescale the samples

Nint, optional

Number of samples to draw

Returns

ndarray

Array of samples with shape (N, dims)

nessai.utils.sampling.draw_nsphere(dims, r=1, N=1000, fuzz=1.0)

Draw N points uniformly within an n-sphere of radius r

Parameters

dimsint

Dimension of the n-sphere

rfloat, optional

Radius of the n-ball

Nint, optional

Number of samples to draw

fuzzfloat, optional

Fuzz factor by which to increase the radius of the n-ball

Returns

ndarray

Array of samples with shape (N, dims)

nessai.utils.sampling.draw_uniform(dims, r=(1,), N=1000, fuzz=1.0)

Draw from a uniform distribution on [0, 1].

Deals with extra input parameters used by other draw functions

Parameters

dimsint

Dimension of the n-sphere

rfloat, optional

Radius of the n-ball. (Ignored by this function)

Nint, ignored

Number of samples to draw

fuzzfloat, ignored

Fuzz factor by which to increase the radius of the n-ball. (Ignored by this function)

Returns

ndarraay

Array of samples with shape (N, dims)

nessai.utils.sampling.draw_gaussian(dims, r=1, N=1000, fuzz=1.0)

Wrapper for numpy.random.randn that deals with extra input parameters r and fuzz

Parameters

dimsint

Dimension of the n-sphere

rfloat, optional

Radius of the n-ball

Nint, ignored

Number of samples to draw

fuzzfloat, ignored

Fuzz factor by which to increase the radius of the n-ball

Returns

ndarray

Array of samples with shape (N, dims)

nessai.utils.sampling.draw_truncated_gaussian(dims, r, N=1000, fuzz=1.0, var=1)

Draw N points from a truncated gaussian with a given a radius

Parameters

dimsint

Dimension of the n-sphere

rfloat

Radius of the truncated Gaussian

Nint, ignored

Number of samples to draw

fuzzfloat, ignored

Fuzz factor by which to increase the radius of the truncated Gaussian

Returns

ndarray

Array of samples with shape (N, dims)