HadamardLangevin documentation

This is a Python package for sampling from densities of the form \(\pi(x)\propto \exp(-\beta(\lambda \|x\|_1 + G(x)))\), where \(G:\mathbb{R}^n\to \mathbb{R}\) is a differentiable function, and \(\lambda,\beta>0\). The goal is to demonstrate the use of the Hadamard product.

HadamardLangevin package description

• samplers.py: implementation of proximal and Hadamard Langevin sampling methods.

• utils.py: various useful functions for inverse problems, such as wrappers for the wavelet transform.

Indices and tables

• Index

• Module Index

• Search Page