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geomscale

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Open-source development of scalable algorithms for geometric statistics

Funding Links: https://github.com/sponsors/GeomScale

GitHub Sponsors Profile

GeomScale is a research and development project that delivers open source code for state-of-the-art algorithms at the intersection of data science, optimization, geometric, and statistical computing.
The current focus of GeomScale is scalable algorithms for sampling from high-dimensional distributions, integration, convex optimization, and their applications. One of our ambitions is to fill the gap between theory and practice by turning state-of-the-art theoretical tools in geometry and optimization to state-of-the-art implementations.
We believe that towards this goal, we will deliver various innovative solutions in a variety of application fields, like finance, computational biology, and statistics that will extend the limits of contemporary computational tools.
GeomScale aims in serving as a building block for an international, interdisciplinary, and open community in high dimensional geometrical and statistical computing.