Research

How to cite

If you use volesti, please cite:

A. Chalkis, V. Fisikopoulos, M. Papachristou, E. Tsigaridas. volesti: A C++ library for sampling and volume computation on convex bodies. Journal of Open Source Software, 2025.

Publications

2025

• A. Chalkis, V. Fisikopoulos, M. Papachristou, E. Tsigaridas. volesti: A C++ library for sampling and volume computation on convex bodies. Journal of Open Source Software, 2025.

2024

• A. Chalkis, V. Fisikopoulos, E. Tsigaridas, H. Zafeiropoulos. dingo: a Python package for metabolic flux sampling. Bioinformatics Advances, 2024.
• C. Bachelard, A. Chalkis, V. Fisikopoulos, E. Tsigaridas. Randomized control in performance analysis and empirical asset pricing. SSRN preprint, 2024.

2023

• A. Chalkis, V. Fisikopoulos, M. Papachristou, E. Tsigaridas. Truncated log-concave sampling for convex bodies with reflective Hamiltonian Monte Carlo. ACM Transactions on Mathematical Software, 2023.
• A. Chalkis, I.Z. Emiris, V. Fisikopoulos. A practical algorithm for volume estimation based on billiard trajectories and simulated annealing. ACM Journal of Experimental Algorithmics, 2023.
• L. Calès, A. Chalkis, I.Z. Emiris, V. Fisikopoulos. Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises. Computational Geometry, 2023.
• C. Bachelard, A. Chalkis, V. Fisikopoulos, E. Tsigaridas. Randomized geometric tools for anomaly detection in stock markets. AISTATS (PMLR 206), 2023.

2022

• A. Chalkis, I.Z. Emiris, V. Fisikopoulos, P. Repouskos, E. Tsigaridas. Efficient sampling in spectrahedra and volume approximation. Linear Algebra and its Applications, 2022.
• A. Chalkis, C. Katsamaki, J. Tonelli-Cueto. On the error of random sampling: uniformly distributed random points on parametric curves. ISSAC, 2022.

2021

• A. Chalkis, V. Fisikopoulos. volesti: volume approximation and sampling for convex polytopes in R. The R Journal, 2021.
• A. Chalkis, E. Christoforou, I.Z. Emiris, T. Dalamagas. Modeling asset allocations and a new portfolio performance score. Digital Finance, 2021.
• A. Chalkis, V. Fisikopoulos, E. Tsigaridas, H. Zafeiropoulos. Geometric algorithms for sampling the flux space of metabolic networks. SoCG (LIPIcs), 2021.

2020

• A. Chalkis, V. Fisikopoulos, P. Repouskos, E. Tsigaridas. Sampling from feasible sets of SDPs and volume approximation. ACM Communications in Computer Algebra (ISSAC distinguished poster award), 2020.
• A. Chalkis, I.Z. Emiris, V. Fisikopoulos. Practical volume estimation of zonotopes by a new annealing schedule for cooling convex bodies. ICMS (LNCS), 2020.

2018

• I.Z. Emiris, V. Fisikopoulos. Practical polytope volume approximation. ACM Transactions on Mathematical Software, 2018.
• L. Calès, A. Chalkis, I.Z. Emiris, V. Fisikopoulos. Practical volume computation of structured convex bodies, and an application to modeling portfolio dependencies and financial crises. SoCG (LIPIcs), 2018.
• E. Anagnostopoulos, I.Z. Emiris, V. Fisikopoulos. Polytope membership in high dimension. ISCO (LNCS), 2018.

2014

• I.Z. Emiris, V. Fisikopoulos. Efficient random-walk methods for approximating polytope volume. SoCG (ACM), 2014.

Talks

• 2026 dingo: a Python package for metabolic flux sampling. V. Fisikopoulos, FOSDEM.
• 2025 volesti: sampling efficiently from high dimensional distributions. V. Fisikopoulos, FOSDEM.
• 2025 GeomScale (lightning talk). V. Fisikopoulos, NumFOCUS Summit.
• 2025 Shake and Bake: a GSoC project (lightning talk). V. Fisikopoulos, GSoC Mentor Summit.
• 2024 Efficient sampling of constraint spaces in practice. V. Fisikopoulos, PGODays.
• 2021 PhD defense. A. Chalkis.
• 2021 dingo: a Python package to analyze metabolic networks. A. Chalkis, Tweag.
• 2021 Sampling spectrahedra: volume approximation and optimization. A. Chalkis, SIAM Conference on Applied Algebraic Geometry (AG21).
• 2020 Geometric and statistical methods in systems biology: the case of metabolic networks (video). H. Zafeiropoulos, PyData Global.
• 2020 Sampling from (truncated) high-dimensional log-concave densities with volesti. M. Papachristou, PyData Global.
• 2020 Shock detection and portfolio allocation in cryptocurrency markets. A. Chalkis, 1st International Conference on Economics and FinTech.
• 2020 Practical volume estimation of zonotopes by a new annealing schedule for cooling convex bodies. A. Chalkis, International Congress on Mathematical Software (ICMS).
• 2020 High-dimensional sampling and volume computation in volesti. V. Fisikopoulos, PyData Piraeus; DTAI group, KU Leuven.
• 2020 volesti: an R package for high-dimensional sampling and integration. A. Chalkis, eRum, Milan.
• 2019 A new practical algorithm for volume estimation using annealing of convex bodies. V. Fisikopoulos, Université libre de Bruxelles.
• 2018 Volume computation and financial crises. A. Chalkis, SoCG, Budapest.
• 2018 Efficient R tools for geometrical statistics. V. Fisikopoulos, GSoC Mentor Summit.
• 2017 Volume computation and applications. V. Fisikopoulos, Newcastle University.
• 2014 Efficient random-walk methods for approximating polytope volume. V. Fisikopoulos, SoCG, Japan.