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A comparative study of uniform high dimensional samplers
Sampling from the uniform distribution of a convex region is a well studied problem useful in many applications and lies in the core of GeomScale activities.
- New algorithms for uniform sampling
- Comparison with existing ones / Implement statistical tests for convergence
- Polytope database for evaluation of the methods
- Documentation / R vignette
The projects aims in creating a reference point in practical sampling from convex regions in high-dimensions (up-to order of thousands).
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Apostolos Chalkis <tolis.chal at gmail.com> is a PhD student in Computer Science. His research focuses on mathematical computing, optimization and computational finance. He has previous experience in GSoC 2018 and 2019 as a student under Org.
R-project, implementing state-of-the-art algorithms for sampling from high dimensional multivariate distributions. He is one of the authors ofvolesti. -
Vissarion Fisikopoulos <vissarion.fisikopoulos at gmail.com> is an international expert in mathematical software, computational geometry and optimization, and has previous GSOC mentoring experience with Boost C++ libraries (2016-2017) and the R-project (2017).
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Elias Tsigaridas <elias.tsigaridas at inria.fr> is an expert in computational nonlinear algebra and geometry with experience in mathematical software. He has contributed to the implementation, in C and C++, of several solving algorithms for various open source computer algebra libraries and has previous GSOC mentoring experience with the R-project (2019).
Students, please contact both mentors below after completing at least one of the tests below.
Students, please do one or more of the following tests before contacting the mentors above.
- Easy: compile and run VolEsti. Use the R extension to visualize sampling in a polytope.
- Medium: Implement a simple statistical test for convergence of a random walk sampler
Students, please post a link to your test results here.
- EXAMPLE STUDENT 1 NAME, LINK TO GITHUB PROFILE, LINK TO TEST RESULTS.
Name:Rohit Email:phoenixrao885@gmail.com GitHub:https://github.com/phoenixrao885/gsoc-monte-carlo-solutions Test done :monte carlo integration -Easy,Medium,Hard,Bonus
Name: Prajwal Bagal Email: prajwalbagal99@gmail.com Github: https://github.com/Prajwalbagal/GeomScaleTest
Name:Abhishek Agrawal Email:abhishekagrawal8764@gmail.com GitHub:Easy-task: https://github.com/abhishek8764/Monte-Carlo-Integration
Name: Divesh Kuamar Email: f20170875@pilani.bits-pilani.ac.in Task-Link(Easy Randomized LP solver): https://github.com/diveshkr-code/Geomscale_Gsoc2020`
Name: Deifilia To Email: deifilia.to@mail.mcgill.ca Task-link: (Easy and Medium of Apothesis): https://github.com/DeifiliaTo/Apothesis_gsoc
Name: Soumyajit Chakraborty Email: soumyajit1729@gmail.com Task-Link(Easy Task of Apothesis): https://github.com/soumyajit1729/Apothesis
Name: Soumyajit Chakraborty Email: soumyajit1729@gmail.com Task-Link(Medium Task of Apothesis): https://github.com/soumyajit1729/Apothesis
Name: Soumyajit Chakraborty Email: soumyajit1729@gmail.com Task-Link(Hard Task of Apothesis): https://docs.google.com/presentation/d/1mX4UA3x8cs6--aCZ_cN2ZNB6jr3eC7P5sbiEB92YEC0/edit?usp=sharing
Name:Abhishek Agrawal Email:abhishekagrawal8764@gmail.com GitHub:Medium-task: https://github.com/abhishek8764/Monte-Carlo-Integration
Name: Alexandros Manochis, Email: alex.manochis@gmail.com, Github: https://github.com/AlexManochis/volume_approximation/tree/gsoc20, Project: A comparative study of uniform high dimensional samplers, Tests completed: Easy, Medium, Hard
Name: Sunit Gautam Email: gsunit@iitk.ac.in, gautamsunit6206@gmail.com GitHub: https://github.com/gsunit/Monte-Carlo-Intergration Tasks completed: Monte Carlo integration - Easy, Medium, Hard
Name: Vaibhav Thakkar
Email: vaibhav.thakkar.22.12.99@gmail.com
GitHub: https://github.com/vaithak/GeomScale_LP
Tasks completed: Randomized LP - Easy, Medium, Hard
Name: Sharat Bhat Email: iamsharatbhat@gmail.com Github: https://github.com/Sharat-Bhat Tasks: https://github.com/Sharat-Bhat/GSoC_volesti
Name: Kunal Katiyar Email: katiyarkunal2011@gmail.com GitHub: https://github.com/KunalKatiyar/GSoC_RandLP
Name: Reyan Ahmed Email: abureyanahmed@email.arizona.edu GitHub: https://github.com/abureyanahmed/VolEsti_test
Name:Abhishek Agrawal Email:abhishekagrawal8764@gmail.com GitHub:Easy-task: https://github.com/abhishek8764/A-comparative-study-of-uniform-high-dimensional-samplers
Name: Sushovan Haldar Email: sushovan97@gmail.com Github: Easy task of using volesti : https://github.com/SushovanHaldar/geomscalecodes
Name: Anastasios Sourpis Email: sourpisa@gmail.com Github: Apothesis : https://github.com/pithonas/Apothesis
Name: Daniel Pozo Email: danipozo@correo.ugr.es GitHub: https://github.com/danipozo/uld-test-solutions
Name: Iasonas Nikolaou Email: iasonasnikolaou11@hotmail.com GitHub: (Easy and medium task, randomized LP) https://github.com/jasonNikolaou/GeomScale_gsoc
Name: Fernando Martin Email: fdmartin92 (at) gmail (dot) com GitHub: https://github.com/fmartin92/GeomScale_MonteCarlo (All tasks corresponding to the Monte Carlo integration proposal)
Name: Marios Papachristou Email: papachristoumarios [at) gmail (dot] com GitHub: https://github.com/papachristoumarios/geomscales-challenge (All challenges for ULD)
Name: Eugenio Borghini Email: eugenusb@gmail.com GitHub: https://github.com/eugenusb/GeomScale_LP (Easy and medium test projects for the randomized LP solver)
Name: Muhammad Ali Nayeem Email: nayeem007@gmail.com GitHub: https://github.com/ali-nayeem Test: https://github.com/ali-nayeem/gsoc2020_rand_LP_solver
Name: Bychkov Andrey Email: abychkov@edu.hse.ru GitHub: https://github.com/AndreyBychkov Test: https://github.com/AndreyBychkov/LIPA (Hard for Optimization and SOS)
Name: Yuan Yuan Email: yzy0014@auburn.edu Github:https://github.com/yzy0014 Test:https://github.com/yzy0014/GeomScale Test demo:https://rpubs.com/yzy0014/584976, https://rpubs.com/yzy0014/585064 (High dimensional sampling with applications to structural biology)
Name: Haris Zafeiropoulos Email: haris-zaf@hcmr.gr Github:https://github.com/hariszaf/ Test:https://hariszaf.github.io/gsoc2020/
Name: Mokhwa Lee
Email: pos00102@gmail.com OR mokhwa.lee@stonybrook.edu
Github: https://github.com/Mokhwalee
Test: https://github.com/Mokhwalee/Exercise-Gsos
( Monte Carlo - Easy, Medium, Hard, Bonus )
Name: Antonis Skarlatos
Email: antonisskarlatosj@gmail.com
Github: https://github.com/Hepic/
Test: https://github.com/Hepic/Monte-Carlo-integration
(Monte-Carlo-integration: easy/medium/hard/bonus Languages used: R/C++)
Name: Konstantinos Emmanouilidis
Email: emmanouilidis.kons@gmail.com
Github: https://github.com/emmanouilidisk
Test: https://github.com/emmanouilidisk/GeomScale_challenges
(Challenges for Randomised LP Solver)
Name: Imrane Belhadia Email: imrane.belhadia@polymtl.ca Github:https://github.com/ImraneBELH Test: https://github.com/ImraneBELH/gsocEvaluation-MonteCarlo.git (Monte Carlo)
Name: Repouskos Panagiotis Email: panagiotisrep@gmail.com Github: https://github.com/panagiotisrep/volume_approximation/tree/Optimization , https://github.com/panagiotisrep/volume_approximation/tree/SDP-cutting-plane Test: Randomized SDP solver (medium, hard)
Name: Mohammad Taufeeque
Email: 9taufeeque9@gmail.com
Github: https://github.com/taufeeque9
Test: https://github.com/taufeeque9/GSoC_Randomized_SDP_Solver_Test
(Easy and hard task for Randomized SDP Solver)
Name: Bento Natura
Email: b.natura@lse.ac.uk
Github: https://github.com/platformconclude/volume_approximation/tree/spectra_sampling
Test: Randomized SDP solver (medium)
Github: https://github.com/platformconclude/simple_LP_IPM
Test: Interior point method for linear programming (IPM)
Name: Ritwik Chakraborty
Email: ritwikchakraborty.ritwik@gmail.com
Github: https://github.com/ritwikchakraborty123
Test: :A comparative study of uniform high-dimensional samplers (medium)