inverse_cdf

Module for inverse transform sampling.

Functions

construct_inverse_sampler()

Returns a sampler for the distribution corresponding to inverse_cdf.

construct_inverse_sampler(inverse_cdf, step_size=63)

Returns a sampler for the distribution corresponding to inverse_cdf.

Parameters:

• inverse_cdf (Callable[[tmlt.core.utils.arb.Arb, int], tmlt.core.utils.arb.Arb]) – The inverse CDF for the distribution to sample from.

• step_size (int) – Number of bits to sample from the prng per iteration.

Return type:

Callable[[], float]