REVIEW 2 cited by
Fast inverse transform sampling in one and two dimensions
Not yet reviewed by Pith; the record is open.
This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.
SPECIMEN: schema-true, not a live event
T0 review · schema-true
One-sentence machine reading of the paper's core claim.
pith:XXXXXXXX · record.json · timestamp
Signed reviews
read the original abstract
We develop a computationally efficient and robust algorithm for generating pseudo-random samples from a broad class of smooth probability distributions in one and two dimensions. The algorithm is based on inverse transform sampling with a polynomial approximation scheme using Chebyshev polynomials, Chebyshev grids, and low rank function approximation. Numerical experiments demonstrate that our algorithm outperforms existing approaches.
Forward citations
Cited by 2 Pith papers
-
Random matrix theory of integrability-to-chaos transition
Level-spacing distributions in the quantum integrability-to-chaos transition are controlled by the unordered sample of off-diagonal matrix elements of the perturbation in the integrable eigenbasis, yielding a predicti...
-
Discretized Approximate Ancestral Sampling
A new sampler for Fourier Basis Densities discretizes the density into an ancestor distribution, adds triangular B-spline noise, and proves O(1/K^2) total variation and Wasserstein error bounds.
Discussion (0). Continue with ORCID to comment.