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Introduction

This repository contains the code to reproduce the experimental results in the paper "Capacities and efficient computation of first-passage probabilities".

Setting up the environment

  1. Clone this repository
git clone https://github.com/StannisZhou/entropic_barrier.git
  1. Set up the virtual environment
cd entropic_barrier
conda env create -f environment.yml
source activate entropic_barrier
python setup.py develop

Reproduce the results

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.