Deterministic Gaussian Sampling (Python API)
Python bindings for deterministic Gaussian sampling and Dirac mixture reduction.
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approximate_function_double

Dirac-to-Dirac reduction with custom weight functions.

This variant allows user-defined Python callbacks to compute position-dependent weights and their derivatives.

Useful for:

  • Structure-aware reduction
  • Context-dependent weighting
  • Experimental extensions

Required Callbacks

  • wX(x): returns weight
  • wXD(x): returns gradient of weight

Example

def wX(x):
return np.exp(-np.sum(x**2))
def wXD(x):
return -2 * x * np.exp(-np.sum(x**2))
result = d2d.approximate_function_double(
y, M, L, N, x,
wX=wX,
wXD=wXD
)