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Paper · 2010.01510 · 2020

High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm

arXiv · PDF · Open in the Atlas

Code that ran

We lifted 6 functions out of this paper's own repositories and ran 4 of them in a sandbox. "Ran" means the function executed on a synthesized input and returned a value. It is not a reproduction of the paper's results.

RepositoryRoleRan
mvono/PyGauss canonical 4 of 6
FunctionStatusWhere it lives
col_vector_norms Ran mvono/PyGauss/pygauss/utils.py
code served (permissive licence) · get_code("368718f126c7a20c")
diagonal_form Ran mvono/PyGauss/pygauss/utils.py
code served (permissive licence) · get_code("381a944879a3b4bd")
sampler_band Ran mvono/PyGauss/pygauss/direct_sampling.py
code served (permissive licence) · get_code("2f9f15d43cbbaf03")
sampler_factorization Ran mvono/PyGauss/pygauss/direct_sampling.py
code served (permissive licence) · get_code("bc624a1a1ecb2db7")
CG Not yet run mvono/PyGauss/pygauss/utils.py
code served (permissive licence) · get_code("568b3f2a3ea03bd8")
sampler_circulant Not yet run mvono/PyGauss/pygauss/direct_sampling.py
code served (permissive licence) · get_code("4e0fcc70b3b86bf8")

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Abstract

Efficient sampling from a high-dimensional Gaussian distribution is an old but high-stake issue. Vanilla Cholesky samplers imply a computational cost and memory requirements which can rapidly become prohibitive in high dimension. To tackle these issues, multiple methods have been proposed from different communities ranging from iterative numerical linear algebra to Markov chain Monte Carlo (MCMC) approaches. Surprisingly, no complete review and comparison of these methods have been conducted. This paper aims at reviewing all these approaches by pointing out their differences, close relations, benefits and limitations. In addition to this state of the art, this paper proposes a unifying Gaussian simulation framework by deriving a stochastic counterpart of the celebrated proximal point algorithm in optimization. This framework offers a novel and unifying revisit of most of the existing MCMC approaches while extending them. Guidelines to choose the appropriate Gaussian simulation method for a given sampling problem in high dimension are proposed and illustrated with numerical examples.

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