What did you do this week?
I continued writing benchmarks for UNU.RAN methods to sample from continuous distributions. The results of these benchmarks are quite promising. They outperform the default rvs method in SciPy on an average by 100x better performance. In some cases, when the PDF/CDF are expensive to evaluate, UNU.RAN methods are 10000 times faster than the default rvs method. It would a nice future project to add a specialized rvs methods for some distributions where UNU.RAN performs significantly better than SciPy. For more details and some pretty plots, please look at tirthasheshpatel#10. With the help of Ralf Gommers, UNU.RAN submodule got transfered under the SciPy organization this week. The new submodule is now present at scipy/unuran.
What is coming up next?
I am hoping to get some reviews on my PR over the period of next week. Other than that, I don’t have anything specific to do this week. I will maybe benchmark UNU.RAN method to sample from discrete distributions…
Did you get stuck anywhere?
Nope. Thankfully, another smooth week.