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utils.integrals module

Facilities for evaluating integrals from a batch of points

mean_std_integrand(fx, px)

Compute the expectation value and the standard deviation of a function evaluated on a sample of points taken from a known distribution.

Parameters

• fx (torch.Tensor) – batch of function values

• px (torch.tensor) – batch of PDF values for each of the sampled x

Returns

Return type

tuple of float