https://github.com/aravind-sundararajan/polytopewalk
Random walks on Polytopes
Science Score: 10.0%
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Low similarity (4.6%) to scientific vocabulary
Last synced: 10 months ago
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Repository
Random walks on Polytopes
Basic Info
- Host: GitHub
- Owner: Aravind-Sundararajan
- Language: C++
- Default Branch: master
- Size: 12.4 MB
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- Stars: 0
- Watchers: 0
- Forks: 0
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Fork of yuachen/polytopewalk
Created about 6 years ago
· Last pushed about 6 years ago
https://github.com/Aravind-Sundararajan/polytopewalk/blob/master/
# Implementation of Random Walks on Polytopes
C++ implementation with python wrapper of Vaidya walk and John walk introduced by the paper "Fast MCMC Algorithms on Polytopes"
https://arxiv.org/abs/1710.08165
by Yuansi Chen, Raaz Dwivedi, Martin J. Wainwright, Bin Yu
## Use Guide
```
sudo apt install libeigen3-dev gnuplot
make
./driver
gnuplot -p test.gnuplot
```
## License and Citation
Code is released under MIT License.
Please cite the paper if the code helps your research:
```bib
@article{chen2017fast,
title={Fast MCMC sampling algorithms on polytopes},
author={Chen, Yuansi and Dwivedi, Raaz and Wainwright, Martin J and Yu, Bin},
journal={arXiv preprint arXiv:1710.08165},
year={2017}
}
```
Owner
- Name: Aravind Sundararajan
- Login: Aravind-Sundararajan
- Kind: user
- Company: MWU
- Website: https://aravindsundararajan.tech
- Repositories: 4
- Profile: https://github.com/Aravind-Sundararajan
Robotics. Controls systems. Optimization. Dynamical models. etc. you name it.