LinConGauss

Integrals and samples of Gaussians under linear domain constraints

Setup

Clone the repository and run setup.py

git clone https://github.com/alpiges/LinConGauss.git ~/LinConGauss
cd ~/LinConGauss
python setup.py install

Usage

For usage, please refer to the tutorials in the notebook section.

How to cite

If you are using LinConGauss for your research, consider citing the paper

@inproceedings{GessnerKH2020,
    title     = {Integrals over Gaussians under Linear Domain Constraints},
    author    = {Alexandra Gessner and Oindrila Kanjilal and Philipp Hennig},
    booktitle = {Proceedings of Machine Learning Research},
    publisher = {PMLR},
    year      = {2020},
    url       = {https://arxiv.org/abs/1910.09328}
}