This repository contains the code to reproduce the experimental results in the paper "Capacities and efficient computation of first-passage probabilities".
- Clone this repository
git clone https://github.com/StannisZhou/entropic_barrier.git
- Set up the virtual environment
cd entropic_barrier
conda env create -f environment.yml
source activate entropic_barrier
python setup.py develop
Run the three scripts under the scripts folder to reproduce the results in the paper.
To save time, a copy of the results from existing experiments is attached in the results folder. Use the visualize_results.ipynb notebook to visualize the results.