mvono / pygauss Goto Github PK View Code? Open in Web Editor NEW 12.0 12.0 5.0 14.57 MB Companion package of the review paper entitled 'High-dimensional Gaussian sampling: A review and a unifying approach based on a stochastic proximal point algorithm' by Maxime Vono et al. License: MIT License Jupyter Notebook 98.02% Python 1.98% Introduction ยท People ยท Discuss
Question on size in pygauss.mcmc_sampling.sampler_MS Hi @mvono, Could I ask about size in pygauss.mcmc_sampling.sampler_MS? Does size imply the number of iterations to converge, which is denoted as $T$ in your paper? If correct, the last $d$-dimensional vector should be used for a single sampled instance? Thank you in advance. Best regards, Jungtaek.
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