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https://github.com/cheind/monte-carlo-integration

Theory and implementation of Monte Carlo integration techniques

https://github.com/cheind/monte-carlo-integration

Science Score: 23.0%

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monte-carlo-integration python theory
Last synced: 6 months ago · JSON representation

Repository

Theory and implementation of Monte Carlo integration techniques

Basic Info
  • Host: GitHub
  • Owner: cheind
  • License: mit
  • Language: Python
  • Default Branch: main
  • Homepage:
  • Size: 873 KB
Statistics
  • Stars: 4
  • Watchers: 1
  • Forks: 2
  • Open Issues: 0
  • Releases: 0
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monte-carlo-integration python theory
Created over 3 years ago · Last pushed over 3 years ago
Metadata Files
Readme License

README.md

DOI

Monte Carlo Integration

Theory and implementation of Monte Carlo integration in Python.

Theory

See docs/montecarlointegration.pdf for a write-up of my research notes.

Example

Here is an example using indicator functions.

```python import numpy as np

import mcintegration as mci

Indicator function for being inside a unit sphere in R^N

i = lambda x: np.sum(x**2, -1) <= 1.0

Area of unit circle in R^2

Acircle, erronesigma = mci.mcintegrate( i, lower=[-1.0] * 2, upper=[1.0] * 2, n=int(1e5), ) print(Acircle, erronesigma)

3.1438 0.00129

Volume of unit sphere in R^3

Vsphere, erronesigma = mci.mcintegrate( i, lower=[-1.0] * 3, upper=[1.0] * 3, n=int(1e5), ) print(Vsphere, erronesigma)

4.1735 0.00157

```

Owner

  • Name: Christoph Heindl
  • Login: cheind
  • Kind: user
  • Location: Austrian area

I am a computer scientist working at the interface of perception, robotics and deep learning.

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Dependencies

dev-requirements.in pypi
  • black * development
  • flake8 * development
  • pytest * development
dev-requirements.txt pypi
  • attrs ==21.4.0 development
  • black ==22.3.0 development
  • click ==8.1.3 development
  • cycler ==0.11.0 development
  • flake8 ==4.0.1 development
  • fonttools ==4.33.3 development
  • iniconfig ==1.1.1 development
  • kiwisolver ==1.4.3 development
  • matplotlib ==3.5.2 development
  • mccabe ==0.6.1 development
  • mypy-extensions ==0.4.3 development
  • numpy ==1.23.0 development
  • packaging ==21.3 development
  • pathspec ==0.9.0 development
  • pillow ==9.1.1 development
  • platformdirs ==2.5.2 development
  • pluggy ==1.0.0 development
  • py ==1.11.0 development
  • pycodestyle ==2.8.0 development
  • pyflakes ==2.4.0 development
  • pyparsing ==3.0.9 development
  • pytest ==7.1.2 development
  • python-dateutil ==2.8.2 development
  • six ==1.16.0 development
  • tomli ==2.0.1 development
  • typing-extensions ==4.2.0 development
requirements.in pypi
  • matplotlib *
  • numpy *
requirements.txt pypi
  • cycler ==0.11.0
  • fonttools ==4.33.3
  • kiwisolver ==1.4.3
  • matplotlib ==3.5.2
  • numpy ==1.23.0
  • packaging ==21.3
  • pillow ==9.1.1
  • pyparsing ==3.0.9
  • python-dateutil ==2.8.2
  • six ==1.16.0