Draw deterministic samples from multivariate probability distributions. A Python version of PCD-sampling is available at https://github.com/KIT-ISAS/PCD_sampling_py.
See the example scripts under scripts/.
GPU-acceleration currently only works with CUDA.jl.
@inproceedings{FUSION26_Prossel,
address = {Trondheim, Norway},
author = {Dominik Prossel and Zhilun Li and Petr Novikov and Uwe D. Hanebeck},
booktitle = {Proceedings of the 29th International Conference on Information Fusion (FUSION 2026)},
month = {June},
title = {Fast Deterministic Sampling of Gaussian Mixture Densities using Projected Cumulative Distributions},
year = {2026}
}