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Feature request: HMC sampling from convex polytopes defined by linear programs #310

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LongPham7 opened this issue Jan 5, 2023 · 0 comments

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@LongPham7
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In my application domain, I need to perform HMC sampling from convex polytopes defined by linear programs. Volesti is a C++ and R library that implements reflective HMC and constrained Riemann HMC, both of which perform HMC on convex polytopes defined by A x <= b for user-specified A and b. I wish AdvancedHMC.jl will someday support these HMC algorithms. Is there any such plan in the near future? Thanks!

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