adaptMCMC (Q32544): Difference between revisions

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Latest revision as of 20:13, 21 March 2024

Implementation of a Generic Adaptive Monte Carlo Markov Chain Sampler

Language	Label	Description	Also known as
English	adaptMCMC	Implementation of a Generic Adaptive Monte Carlo Markov Chain Sampler

Statements

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software version identifier

1.4

publication date

29 March 2021

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1.0.2

publication date

3 January 2012

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1.0.3

publication date

16 May 2012

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1.0

publication date

9 December 2011

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1.1

publication date

22 June 2012

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1.2

publication date

1 July 2017

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1.3

publication date

14 January 2018

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1.5

publication date

29 January 2024

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0 references

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29 January 2024

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maintained by

Andreas Scheidegger

0 references

description

Enables sampling from arbitrary distributions if the log density is known up to a constant; a common situation in the context of Bayesian inference. The implemented sampling algorithm was proposed by Vihola (2012) <doi:10.1007/s11222-011-9269-5> and achieves often a high efficiency by tuning the proposal distributions to a user defined acceptance rate.

0 references

author

Andreas Scheidegger

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)

0 references

depends on software