Rosenbrock distribution, including unnormalized density and analytic sampler
Project description
Rosenbrock distribution
This repository implements the multidimensional Rosenbrock distribution, including unnormalized density and analytic sampler
Installation
You can install the package via:
git clone https://github.com/alisiahkoohi/rosenbrock
cd rosenbrock
pip install -e .
Example
For samples from a 2D Rosenbrock distribution, run:
python example/example.py
Questions
Please contact alisk@gatech.edu for further questions.
Author
Ali Siahkoohi
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