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