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Add support for Hit and Run for general densities #125

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papachristoumarios opened this issue Nov 5, 2020 · 4 comments
Open

Add support for Hit and Run for general densities #125

papachristoumarios opened this issue Nov 5, 2020 · 4 comments
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enhancement PyDataGlobal PyData Global 2020 Sprint

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@papachristoumarios
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papachristoumarios commented Nov 5, 2020

Describe the solution you'd like

Adapt the existing functionality of volesti for hit-and-run walk (both randomized and coordinate directions versions) to support arbitrary target densities, e.g. log-concave.

The current support include uniform and Gaussian densities.

@vissarion vissarion added enhancement PyDataGlobal PyData Global 2020 Sprint labels Nov 6, 2020
@JRS296
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JRS296 commented Sep 30, 2023

Hello there, can you tell me more about the problem at hand? @papachristoumarios @vissarion

@vissarion
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Hi @JRS296 thanks for your interest I do not know if this issue is still needed, it is quite old and we have new sampling methods from log concave densities. @papachristoumarios @TolisChal what do you think? I propose to choose one issue from https://github.com/GeomScale/volesti/issues?q=is%3Aissue+is%3Aopen+label%3A%22good+first+issue%22

@JRS296
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JRS296 commented Oct 3, 2023

Sure, will check out the link 👍

@TolisChal
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Yes, agreed

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Labels
enhancement PyDataGlobal PyData Global 2020 Sprint
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