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sir.py

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+# pylint:disable=invalid-name
+import random
+import numpy as np
+import matplotlib.pyplot as plt
+
+SAMPLING_M = 1000
+UNIFORM = False
+
+def normal(x, mean, std):
+    return (
+        (np.exp(-(((x - mean)**2)/(2 * std**2))))/(np.sqrt(2 * np.pi) * std)
+    )
+
+def p(x):
+    N1 = 0.3 * normal(x, 2.0, 1.0)
+    N2 = 0.4 * normal(x, 5.0, 2.0)
+    N3 = 0.3 * normal(x, 9.0, 1.0)
+    return N1 + N2 + N3
+
+def gen_weights_uniform(samples):
+    return [p(x)/(1/15) for x in samples]
+
+def gen_weights_normal(samples):
+    return [p(x)/(normal(x,5,4)) for x in samples]
+
+def make_histogram(samples, new_samples):
+    fig, axs = plt.subplots(1, 2, sharey=True, tight_layout=True)
+    axs[0].hist(samples, color=(0,0,1), bins=25, range=(-5,20), density=True)
+    axs[1].hist(new_samples, color=(1,0,0), bins=25, range=(-5,20), density=True)
+    x_points = [x/10 for x in range(-40,160)]
+    p_points = [p(x) for x in x_points]
+    axs[1].plot(x_points, p_points, color=(0,0,0))
+    fig.savefig(f"histograms/{['normal','uniform'][UNIFORM]}-{SAMPLING_M}.png")
+
+def uniform_sampling():
+    # Sampling
+    samples = np.random.uniform(0, 15, SAMPLING_M)
+
+    # Importance
+    weights = gen_weights_uniform(samples)
+
+    # Resampling
+    new_samples = random.choices(samples, weights, k=SAMPLING_M)
+    make_histogram(samples, new_samples)
+
+def normal_sampling():
+    # Sampling
+    samples = np.random.normal(5,4, size=SAMPLING_M)
+
+    # Importance
+    weights = gen_weights_normal(samples)
+
+    # Resampling
+    new_samples = random.choices(samples, weights, k=SAMPLING_M)
+    make_histogram(samples, new_samples)
+
+
+if __name__ == "__main__":
+    if UNIFORM:
+        uniform_sampling()
+    else:
+        normal_sampling()