GeomScale

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.

Software

• volesti C++
• Rvolesti R
• dingo Python
• ovolesti GNU Octave
• PorQua Python

Applications

• Systems biology: flux sampling of genome-scale metabolic networks
• Finance: volume-based indicators of market crises; portfolio analysis
• Statistics: sampling truncated log-concave distributions

See also the projects that build on GeomScale software.

Supported by