I have some questions about scipy.stats.multivariate_normal
.
What does it return? I understand that when using:
var = scipy.stats.multivariate_normal(mean, cov)
z = var.pdf([x,y])
I'll get in z the pdf of this index. Is this true?
I assumed that the mean given is the peak of the pdf. Am I right?
I want to create a 4D map of gaussian pdf, and choose out of it randomly, by the pdf, N
points (for particle filter predicting). To use np.choose
I need to create an array of the pdf values of shape (M,1)
, and an array of the 4D points of shape (M, 4)
.
Is there any more efficient way to do this?
The normal distribution is quite ubiquitous and implemented in many different places, so I think you would be better off using the random normal sampling from numpy: https://numpy.org/doc/stable/reference/random/generated/numpy.random.normal.html. In this function you can specify the shape of the output.