volesti: Volume Approximation and Sampling for Convex Polytopes in R
نویسندگان
چکیده
Sampling from high dimensional distributions and volume approximation of convex bodies are fundamental operations that appear in optimization, finance, engineering, artificial intelligence machine learning. In this paper we present volesti, an R package provides efficient, scalable algorithms for estimation, uniform Gaussian sampling polytopes. volesti scales to hundreds dimensions, handles efficiently three different types polyhedra non existing routines R. We demonstrate the power by solving several challenging problems using language.
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ژورنال
عنوان ژورنال: R Journal
سال: 2021
ISSN: ['2073-4859']
DOI: https://doi.org/10.32614/rj-2021-077