Code

Multiphase Monte Carlo Sampling#147

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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

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  3ef71df

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• implementation of boundary oracles for the hpolytope

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• add fake boundary oracles for the other polytope representations

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• implement c++ interface for exponential sampling

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• improve boundary oracles and fix bugs

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Commits on Mar 7, 2021

• add root finder for the degree two polynomial

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• complete the root computation and the failure check

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• initial implementation of the random walk

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• Merge branch 'hmc_exponential' into exponential_leapfrog

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• improve R documentation and resolve gcc compile error

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• improve R documentation

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• Merge branch 'hmc_exponential' into exponential_leapfrog

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• initial implementation of hmc-leapfrog

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Commits on Mar 8, 2021

• add the new walk to the R interface

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• implement the C++ interface for the new walk

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  ca6db1b

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• fix compile and algorithmic errors

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  cdc6572

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• improve R documentation

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  e93270b

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• improve comments and R interface

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  e9e2e08

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• initial implementation of the Exact HMC for gaussian dist.

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  1ab3362

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

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  b9cf981

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• implement boundary oracle

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  2f01b3d

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• improve boundary oracle for exact hmc for gaussian sampling

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• remove test R script

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• Merge branch 'exponential_leapfrog' into gaussian_exact_hmc

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Commits on Mar 9, 2021

• resolve PR reviews

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  eb9dab8

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• fix compile errors

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Commits on Mar 11, 2021

• Merge branch 'develop' into hmc_exponential

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  f1e362a

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• merge develop branch

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• add burn in methods in exact hmc

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  9c7735a

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• merge exponential exact hmc and update with burn in methods

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  0b9f8ad

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• implement mmcs's main phase

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  51f98e3

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• add window ess updater and util test functions

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• delete white space in new gaussian hmc hpp file

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  0de37ee

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• Merge branch 'gaussian_exact_hmc' into mmcs

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  8e649de

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• compare ess

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Commits on Mar 12, 2021

• improve ess updater help functions

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  36e0757

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• resolve the reviews on the root computation

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  434de2f

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• resolve review on the header names

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  ed4a92b

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• Merge branch 'hmc_exponential' into gaussian_exact_hmc

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  3d15a1c

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• Merge branch 'gaussian_exact_hmc' into mmcs

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  d1973b3

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• improve comments and remove unused files and functions

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  7c9389e

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• change a variable name in autocavariance estimator

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Commits on Mar 13, 2021

• improve definition of macro RVOLESTI

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  1ac29c9

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• add an example to sample from exponential exact HMC

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  de8b3e0

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• merge exponential_exact_hmc

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  2a20238

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

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Commits on Mar 16, 2021

• Merge branch 'gaussian_exact_hmc' into mmcs

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

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Commits on Mar 19, 2021

• remove RVOLESTI macro

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  3442f5a

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• declare tol variable as static

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  60ed2bd

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• Merge branch 'hmc_exponential' into gaussian_exact_hmc

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  167b88c

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• Merge branch 'gaussian_exact_hmc' into mmcs

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  de95bf4

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• fix bug in variable declaration

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  dff0c43

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• Merge branch 'hmc_exponential' into gaussian_exact_hmc

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  0b91d9e

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• Merge branch 'gaussian_exact_hmc' into mmcs

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  146b4a0

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• change tolerance variable declaration

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  93d0658

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• Merge branch 'hmc_exponential' into gaussian_exact_hmc

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  df86aa5

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• Merge branch 'gaussian_exact_hmc' into mmcs

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Commits on Mar 21, 2021

• Merge branch 'develop' into hmc_exponential

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  29dfc59

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• Merge branch 'hmc_exponential' into gaussian_exact_hmc

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  a64542c

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• Merge branch 'gaussian_exact_hmc' into mmcs

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  d8f358e

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• remove boost folder

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Commits on Mar 23, 2021

• set upper bound for the number of relfections

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  dc1a67d

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• Merge branch 'hmc_exponential' into gaussian_exact_hmc

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  4669199

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• set upper bound for the number of relfections

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  582acef

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• Merge branch 'gaussian_exact_hmc' into mmcs

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  c7079fa

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• resolve review comments

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  751f36e

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• change the name of TOL to IN_INSIDE_BODY_TOLLERANCE

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  7bb8617

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• Merge branch 'hmc_exponential' into gaussian_exact_hmc

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• Merge branch 'gaussian_exact_hmc' into mmcs

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Commits on Mar 28, 2021

• implement parallel mmcs

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  eaf8a88

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• implement billiard walk for threads

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  acb00be

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• add example for parallel mmcs and fix compile errors

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Commits on Mar 30, 2021

• improve comments and minor code improvements

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Commits on Apr 12, 2021

• implement door flag for the threads in parallel mmcs

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  40bff33

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• improve parallel mmcs

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  3b12b54

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Commits on Apr 13, 2021

• improve burnin in billiard walk

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Commits on Sep 28, 2021

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

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

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  ebd2f0d

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• fix a bug in BiW parallel

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  980f896

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Commits on Sep 29, 2021

• update parallel mmcs with openmp tools

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Commits on Oct 1, 2021

• merge develop

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  0b6a612

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• remove VOLESTIPY macro

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  b63d6db

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• resolve PR comments

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  0aa906b

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• fix c++ bugs

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  e98ab8b

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• resolve PR's comments

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  dc28129

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• merge gaussian hmc and resolve conflicts

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  9d26092

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• resolve PR's comments

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Commits on Oct 3, 2021

• Merge branch 'develop' into mmcs

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