GCArullo / GCArullo/JenpyROQ

Improve efficiency of training set building

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enhancement
Dominant language
Python
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Description

Add an option to allow sampling uniformly in eta and mc^(5/3) [arXiv:1604.08253].

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Another option is, for each parameter in turn, to fix all parameters except for one, and look at the obtained distribution of basis points. This can be used as proposal distribution and should speed up the construction [Emil, but also Ref.?].

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