Lintsampler: Fast Random Sampling from Any Distribution | Aneesh Naik | Oct, 2024

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Effortlessly Generating Random Samples with lintsampler: A Unique Approach

Aneesh Naik

Are you tired of struggling to draw random samples from complex probability distributions? Look no further than lintsampler, a revolutionary pure Python package designed for this exact purpose.

As one of the authors of lintsampler, I can confidently say that this tool is a game-changer in the world of random sampling.

Imagine scenarios where you have unconventional probability distributions that defy standard sampling techniques. That’s where lintsampler steps in to save the day.

Non-Gaussian PDF
A very non-Gaussian PDF. Contour lines are lines of equal density, separated by equal intervals in log-space. Image by author.

Traditional methods like rejection sampling and Markov chain Monte Carlo (MCMC) require extensive setup and tuning, making them cumbersome and inefficient for non-standard distributions.

But with lintsampler, the process is simplified and streamlined:

        from lintsampler import LintSampler
        import numpy as np
        
        x = np.linspace(xmin, xmax, ngrid)
        y = np.linspace(ymin, ymax, ngrid)
        sampler = LintSampler((x, y), pdf)
        pts = sampler.sample(N=100000)
    

The magic of lintsampler lies in its innovative linear interpolant sampling algorithm, which efficiently approximates the given PDF for quick and accurate sampling.

Scatter plot of sampled points
Scatter plot of points sampled from the PDF. Image by author.

With lintsampler, drawing samples becomes a breeze, offering speed and accuracy that surpass traditional methods like MCMC and rejection sampling.

For a deeper dive into how lintsampler works and its underlying linear interpolant sampling algorithm, check out the documentation which includes detailed examples and use cases.

Don’t let complex probability distributions hold you back. Embrace lintsampler and unlock a world of effortless sampling!

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