Sampler APIs

GridSample{T}

The grid is given by lb:dx[i]:ub in the ith direction.

struct UniformSample <: SamplingAlgorithm end

Uniformly distributed random numbers.

struct SobolSample <: SamplingAlgorithm end

Samples using the Sobol sequence.

struct LatinHypercubeSample <: SamplingAlgorithm end

Samples using a Latin Hypercube.

LatinHypercubeSample(threading=false)

Keyword arguments:

• threading: whether to use threading. Default is false, i.e. serial.

struct LatticeRuleSample <: SamplingAlgorithm end

Samples using a randomly-shifted rank-1 lattice rule.

struct LowDiscrepancySample{T} <: SamplingAlgorithm

base[i] is the base in the ith direction.

struct GoldenSample <: SamplingAlgorithm end

struct KroneckerSample{A,B} <: SamplingAlgorithm

KroneckerSample(alpha, s0) for a Kronecker sequence, where alpha is an length-d vector of irrational numbers (often sqrt(d)) and s0 is a length-d seed vector (often 0).

struct SectionSample{T} <: SamplingAlgorithm

SectionSample(x0, sampler) where sampler is any sampler above and x0 is a vector of either NaN for a free dimension or some scalar for a constrained dimension.