https://github.com/alisiahkoohi/rosenbrock

Rosenbrock distribution, includeding unnormalized density and analytic sampler
https://github.com/alisiahkoohi/rosenbrock

Last synced: 2 months ago
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Rosenbrock distribution, includeding unnormalized density and analytic sampler

• Host: GitHub
• URL: https://github.com/alisiahkoohi/rosenbrock
• Owner: alisiahkoohi
• License: mit
• Created: 2020-05-01T23:00:40.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2021-11-25T19:00:31.000Z (about 3 years ago)
• Last Synced: 2024-10-12T16:54:28.909Z (3 months ago)
• Language: Python
• Homepage:
• Size: 66.4 KB
• Stars: 3
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Rosenbrock distribution

This repository implements the multidimensional [Rosenbrock distribution](https://arxiv.org/pdf/1903.09556.pdf), including unnormalized density and analytic sampler

## Installation

You can install the package via:

```bash

git clone https://github.com/alisiahkoohi/rosenbrock

cd rosenbrock

pip install -e .

```

## Example

For samples from a 2D Rosenbrock distribution, run:

```

python example/example.py

```

![](figs/samples.png)

## Questions

Please contact [email protected] for further questions.

## Author

Ali Siahkoohi