Open Source Contributions

My contributions to open-source scientific computing and machine learning projects.

GitHub

Samuel-Vangu avatar Samuel-Vangu

Contributions

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POT

Python Optimal Transport

QSW / RQSW PR #838

Faster, unbiased distance estimation between probability distributions in 3D, via low-discrepancy directions on the sphere.

View PR #838

UnifOrtho PR #853

Extends the same accuracy gain to any dimension, using mutually orthogonal sampling directions.

View PR #853
Python Quasi-Monte Carlo Optimal transport PyTorch / JAX / TF ✓ Tests ✓ Examples
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QMCPy

Quasi-Monte Carlo in Python

Three new ways to sample points that cover a space more evenly than random sampling: Latin Hypercube, Korobov lattices, and Hammersley sets.

Python Quasi-Monte Carlo Numerical methods ✓ Tests ✓ Examples
View PR #582