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Add support for Hit and Run for general densities

Open papachristoumarios opened this issue 5 years ago • 4 comments
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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.

papachristoumarios avatar Nov 05 '20 20:11 papachristoumarios

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

JRS296 avatar Sep 30 '23 17:09 JRS296

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

vissarion avatar Oct 03 '23 08:10 vissarion

Sure, will check out the link 👍

JRS296 avatar Oct 03 '23 09:10 JRS296

Yes, agreed

TolisChal avatar Oct 03 '23 18:10 TolisChal