Apostolos Chalkis

This PR implements the No-U-Turn Sampler (NUTS) in HMC: -- Implements a new structure for the random walk. -- Optimizes the number of gradient computations in both HMC and NUTS;...

Reflective Hamiltonian Monte Carlo with Leafrog steps for exponential sampling

1

This PR implements the Reflective Hamiltonian Monte Carlo with leapfrog integrator to sample from the exponential distribution restricted to a convex polytope. Algorithmic details: -- We exploit the simple form...

Replace Eigen pointers with iterators

14

Replace eigen pointers in `hpolytope.hpp` and in the implementations of largest inscribed ball and elipsoid methods.

Inefficient handling of burn in phase in sampling functions

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In header `include/sampling.hpp` the sampling functions do not handle the burn in phase efficiently. They store the points of burn in phase and then they delete them. `RandomPointGenerator::apply(P, p, c,...

R interface

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Fix / improve the followings: 1) storing Polytope objects in one session and loading them in another leads to awkward and unexpected errors: `Error in sprintf("C++ object of class '%s'...

This PR: i) Provides a new C++ class that represents the intersection between an Hpolytope and an ellipsoid, ii) Implements C++ examples on how to sample from the intersection between...

rounding.py is excluded from github actions

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The test file `sampling.py` is not included in the github actions. However, when I added it fails.

QAOA compatibility with no dependencies from qiskit-algortithms

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This PR migrates `qaoa.py` from qiskit-algorithms: i) It adds `qaoa.py` and its dependencies from qiskit-algorithms ii) It adds only the necessary for qaoa dependencies from qiskit-algorithms iii) It migrates the...