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Package to generate numbers in the unit hypercube subject to constraints.

Project description

Sampling a high dimensional space under non-linear constraints.

Initially composed as a technical challenge for Citrine.


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

Project details

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Source Distribution

constrained_sampler-maffettone-0.0.2.tar.gz (355.8 kB view hashes)

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