Code

Multiphase Monte Carlo Sampling#147

Code

Merged

vissarion merged 89 commits intoGeomScale:developGeomScale/volesti:developfrom TolisChal:mmcsTolisChal/volume_approximation:mmcsCopy head branch name to clipboardOct 3, 2021

+1,668-28

Commits

Commits on Mar 6, 2021

• implmentation of exact hmc walk

  TolisChal

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  3ef71df

• implementation of boundary oracles for the hpolytope

  TolisChal

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  932e2ae

• add fake boundary oracles for the other polytope representations

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  be84adc

• implement c++ interface for exponential sampling

  TolisChal

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  855f2af

• improve boundary oracles and fix bugs

  TolisChal

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  462d132

Commits on Mar 7, 2021

• add root finder for the degree two polynomial

  TolisChal

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  da09805

• complete the root computation and the failure check

  TolisChal

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  040efa6

• initial implementation of the random walk

  TolisChal

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  127d371

• Merge branch 'hmc_exponential' into exponential_leapfrog

  TolisChal

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  279d99c

• improve R documentation and resolve gcc compile error

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  8e36064

• improve R documentation

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  436a780

• Merge branch 'hmc_exponential' into exponential_leapfrog

  TolisChal

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  91d0235

• initial implementation of hmc-leapfrog

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  1ba240e

Commits on Mar 8, 2021

• add the new walk to the R interface

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  89b6fbb

• implement the C++ interface for the new walk

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  ca6db1b

• fix compile and algorithmic errors

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  cdc6572

• improve R documentation

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  e93270b

• improve comments and R interface

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  e9e2e08

• initial implementation of the Exact HMC for gaussian dist.

  TolisChal

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  1ab3362

• add the new walk to C++ and R interfaces

  TolisChal

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  b9cf981

• implement boundary oracle

  TolisChal

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  2f01b3d

• improve boundary oracle for exact hmc for gaussian sampling

  TolisChal

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  3140e11

• remove test R script

  TolisChal

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  3e3345a

• Merge branch 'exponential_leapfrog' into gaussian_exact_hmc

  TolisChal

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  983a715

Commits on Mar 9, 2021

• resolve PR reviews

  TolisChal

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  eb9dab8

• fix compile errors

  TolisChal

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  d1e9acf

Commits on Mar 11, 2021

• Merge branch 'develop' into hmc_exponential

  TolisChal

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  f1e362a

• merge develop branch

  TolisChal

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  b982f13

• add burn in methods in exact hmc

  TolisChal

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  9c7735a

• merge exponential exact hmc and update with burn in methods

  TolisChal

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  0b9f8ad

• implement mmcs's main phase

  TolisChal

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  51f98e3

• add window ess updater and util test functions

  TolisChal

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  e62b229

• delete white space in new gaussian hmc hpp file

  TolisChal

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  0de37ee

• Merge branch 'gaussian_exact_hmc' into mmcs

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  8e649de

• compare ess

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  de6b260

Commits on Mar 12, 2021

• improve ess updater help functions

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  36e0757

• resolve the reviews on the root computation

  TolisChal

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  434de2f

• resolve review on the header names

  TolisChal

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  ed4a92b

• Merge branch 'hmc_exponential' into gaussian_exact_hmc

  TolisChal

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  3d15a1c

• Merge branch 'gaussian_exact_hmc' into mmcs

  TolisChal

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  d1973b3

• improve comments and remove unused files and functions

  TolisChal

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  7c9389e

• change a variable name in autocavariance estimator

  TolisChal

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  541e5b9

Commits on Mar 13, 2021

• improve definition of macro RVOLESTI

  TolisChal

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  1ac29c9

• add an example to sample from exponential exact HMC

  TolisChal

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  de8b3e0

• merge exponential_exact_hmc

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  2a20238

• add a c++ example from the gaussian exact HMC

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  6d3c481

Commits on Mar 16, 2021

• Merge branch 'gaussian_exact_hmc' into mmcs

  TolisChal

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  740d74c

• add two c++ examples for mmcs method, boost external files and burn in methods for aBiW

  TolisChal

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  80a9567

Commits on Mar 19, 2021

• remove RVOLESTI macro

  TolisChal

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  3442f5a

• declare tol variable as static

  TolisChal

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  60ed2bd

• Merge branch 'hmc_exponential' into gaussian_exact_hmc

  TolisChal

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  167b88c

• Merge branch 'gaussian_exact_hmc' into mmcs

  TolisChal

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  de95bf4

• fix bug in variable declaration

  TolisChal

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  dff0c43

• Merge branch 'hmc_exponential' into gaussian_exact_hmc

  TolisChal

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  0b91d9e

• Merge branch 'gaussian_exact_hmc' into mmcs

  TolisChal

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  146b4a0

• change tolerance variable declaration

  TolisChal

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  93d0658

• Merge branch 'hmc_exponential' into gaussian_exact_hmc

  TolisChal

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  df86aa5

• Merge branch 'gaussian_exact_hmc' into mmcs

  TolisChal

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  8fb980b

Commits on Mar 21, 2021

• Merge branch 'develop' into hmc_exponential

  TolisChal

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  29dfc59

• Merge branch 'hmc_exponential' into gaussian_exact_hmc

  TolisChal

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  a64542c

• Merge branch 'gaussian_exact_hmc' into mmcs

  TolisChal

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  d8f358e

• remove boost folder

  TolisChal

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  b21203b

Commits on Mar 23, 2021

• set upper bound for the number of relfections

  TolisChal

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  dc1a67d

• Merge branch 'hmc_exponential' into gaussian_exact_hmc

  TolisChal

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  4669199

• set upper bound for the number of relfections

  TolisChal

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  582acef

• Merge branch 'gaussian_exact_hmc' into mmcs

  TolisChal

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  c7079fa

• resolve review comments

  TolisChal

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  751f36e

• change the name of TOL to IN_INSIDE_BODY_TOLLERANCE

  TolisChal

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  7bb8617

• Merge branch 'hmc_exponential' into gaussian_exact_hmc

  TolisChal

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  d7a7495

• Merge branch 'gaussian_exact_hmc' into mmcs

  TolisChal

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  7477b64

Commits on Mar 28, 2021

• implement parallel mmcs

  TolisChal

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  eaf8a88

• implement billiard walk for threads

  TolisChal

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  acb00be

• add example for parallel mmcs and fix compile errors

  TolisChal

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  4915f46

Commits on Mar 30, 2021

• improve comments and minor code improvements

  TolisChal

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  53c4d53

Commits on Apr 12, 2021

• implement door flag for the threads in parallel mmcs

  TolisChal

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  40bff33

• improve parallel mmcs

  TolisChal

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  3b12b54

Commits on Apr 13, 2021

• improve burnin in billiard walk

  TolisChal

  committed
  facbe63

Commits on Sep 28, 2021

• improve the initialization of the length parameter in burnin - BiW

  TolisChal

  committed
  ca1089b

• improve the initialization of the length parameter in burnin - parallel BiW

  TolisChal

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  ebd2f0d

• fix a bug in BiW parallel

  TolisChal

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  980f896

Commits on Sep 29, 2021

• update parallel mmcs with openmp tools

  TolisChal

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  f5c2d00

Commits on Oct 1, 2021

• merge develop

  TolisChal

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  0b6a612

• remove VOLESTIPY macro

  TolisChal

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  b63d6db

• resolve PR comments

  TolisChal

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  0aa906b

• fix c++ bugs

  TolisChal

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  e98ab8b

• resolve PR's comments

  TolisChal

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  dc28129

• merge gaussian hmc and resolve conflicts

  TolisChal

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  9d26092

• resolve PR's comments

  TolisChal

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  eb86a5c

Commits on Oct 3, 2021

• Merge branch 'develop' into mmcs

  vissarion

  authored
  25ca816