pathint_torch is a PyTorch implementation of the path integral sampler,
a method based on the Schrödinger bridge problem for sampling from (unnormalized)
probability densities. Behind the scenes it relies on torchsde
to solve stochastic differential equations.
Check out the docs for more details, or try out the scripts applying the method to some low-dimensional problems (runnable on a laptop).
Running
git clone git@github.com:adam-coogan/pathint-torch.git
cd pathint-torch
pip install .
will install the pathint_torch package.