Implement deterministic Fibonacci grid sampler for Euclidean spaces#1584
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FlorianPfaff merged 3 commits intomainfrom Apr 1, 2026
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Implement deterministic Fibonacci grid sampler for Euclidean spaces#1584FlorianPfaff merged 3 commits intomainfrom
FlorianPfaff merged 3 commits intomainfrom
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Agent-Logs-Url: https://github.com/FlorianPfaff/PyRecEst/sessions/b1c48535-d5d6-45c3-8ca8-accaba185686 Co-authored-by: FlorianPfaff <6773539+FlorianPfaff@users.noreply.github.com>
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March 31, 2026 19:13
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@copilot Can you fix the megalinter errors? |
Agent-Logs-Url: https://github.com/FlorianPfaff/PyRecEst/sessions/688b5508-5628-45e7-8319-184f5f714e95 Co-authored-by: FlorianPfaff <6773539+FlorianPfaff@users.noreply.github.com>
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Fixed in a02c38e. Changes made:
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Adds
FibonacciGridSampler— a deterministic Gaussian sampler based on multi-dimensional Fibonacci grids (Frisch & Hanebeck, FUSION 2021), alongside a refactoredGaussianSamplerbase class.New classes
AbstractEuclideanSampler— thin base class for Euclidean samplersGaussianSampler— stochastic standard normal sampler viaGaussianDistributionFibonacciGridSampler— deterministic moment-matched samples on ℝᵈ using Fibonacci gridsCore implementation
_fibonacci_eigen(d)— computes the Fibonacci eigenvector matrixVand scaling vectorRper Purser's "Generalized Fibonacci Grids"; includes a special-case ford=4(since2*4+1=9is not prime) and warns when2d+1is not prime_fibonacci_grid(d, l, ...)— builds the full grid: rotates a regular hypercube grid byV, selectslpoints inside[-½, ½]^d, applies probit transform, and moment-matches marginals to unit variancePublic API
Tests
15 tests covering shape, mean/std correctness, determinism, uniform range, Gaussian moment matching, and orthonormality of
Vfor both general andd=4cases.