Deterministic Sampling LCD

Daniel Frisch
Minimal working example to draw deterministic samples of multivariate Gaussian densities with the nonlinear estimation toolbox developed at ISAS. For each dimension and each number of samples, the deterministic sample locations are stored in an offline cache so that they can be accessed quickly subsequently. In each case, the standard normal distribution is approximated during LCD optimization. To obtain deterministic samplings of arbitrary Gaussians, apply a linear transformation. One use case for this are Gaussian...
This data repository is not currently reporting usage information. For information on how your repository can submit usage information, please see our documentation.