In my application domain, I need to perform HMC sampling from convex polytopes defined by linear programs. Volesti is a C++ and R library that implements reflective HMC and constrained Riemann HMC, both of which perform HMC on convex polytopes defined by A x <= b for user-specified A and b. I wish AdvancedHMC.jl will someday support these HMC algorithms. Is there any such plan in the near future? Thanks!
In my application domain, I need to perform HMC sampling from convex polytopes defined by linear programs. Volesti is a C++ and R library that implements reflective HMC and constrained Riemann HMC, both of which perform HMC on convex polytopes defined by
A x <= b
for user-specifiedA
andb
. I wish AdvancedHMC.jl will someday support these HMC algorithms. Is there any such plan in the near future? Thanks!