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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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