Allow sampling from the Multivariate KDE

[francescoalemanno]

Is there a way to generate samples from KDE approximation of the dataset?
It would be especially nice in order to implement "kombine"-style monte carlo samplers.

Thank you in advance!
Francesco

[pizhn]

Thanks for feedback. No there is currently no interface for sampling. A monte carlo sampler should be a good feature.

[pizhn]

Any contribution are welcomed!

[davide-f]

Hello, any update here?
This would be a very important feature for practical use