Rejection Methods

Transformed Density Rejection

• Most universal algorithms are very slow compared to algorithms that are specialized to that distribution. Algorithms that are fast have a slow setup and large tables.
• The aim is to provide a universal method which is not too slow and needs only a short setup …

What did you do this week?

I got a few more reviews on my PR last week. It engendered a interesting discussion on the level of detail we should add in the tutorials. There a few subtle concepts that need to be elucidated for general users to adopt the new …

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 …

What did you do this week?

The PR resolving the memory leaks is still up for reviews. While it was being reviewed, I thought it would be nice to think ahead of time and look at the potential performance of the methods I propose to add. So, I created a …

What did you do this week?

This week was, by far, the most challenging week for me! Turns out, resolving the memory leaks issue is not as simple as patching UNU.RAN and changing the order of frees and calls to the error handler :/ I was able to discover this …