Sampling a high dimensional space under non-linear constraints.
Initially composed as a technical challenge for Citrine.
Operation
As a python script
Install from PyPy
Scaling and future work
- Security considerations of
eval. - Special cases have analytic solutions (linear constraints defining a simplex)
- The current method works best in continuous spaces.
- Consider limits of time and memory
- Improved uniformnity on sampling after certain number of steps (autocorrelation function) D. Chandler, Introduction to Modern Statistical Mechanics (Oxford University Press, 1987
1 maintainer
Metadata
1 maintainer
Release files for constrained-sampler-maffettone 0.0.2
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Release files / constrained_sampler-maffettone-0.0.2.tar.gz
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twine/3.1.1 pkginfo/1.5.0.1 requests/2.23.0 setuptools/45.2.0.post20200210 requests-toolbelt/0.9.1 tqdm/4.43.0 CPython/3.6.10
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