adaptMCMC (Q32544): Difference between revisions
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Implementation of a Generic Adaptive Monte Carlo Markov Chain Sampler | |||||||||||||||
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publication date: 29 March 2021
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publication date: 3 January 2012
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publication date: 16 May 2012
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publication date: 9 December 2011
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publication date: 22 June 2012
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publication date: 1 July 2017
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publication date: 14 January 2018
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publication date: 29 January 2024
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Property / CRAN project: adaptMCMC / rank | |||||||||||||||
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29 January 2024
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Property / last update: 29 January 2024 / rank | |||||||||||||||
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Property / maintained by: Andreas Scheidegger / rank | |||||||||||||||
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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. | |||||||||||||||
Property / 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. / rank | |||||||||||||||
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Property / author: Andreas Scheidegger / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (≥ 2) (English) | |||||||||||||||
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software version identifier: ≥ 2.14.1 | |||||||||||||||
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Property / imports: ramcmc / rank | |||||||||||||||
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Property / cites work: Robust adaptive Metropolis algorithm with coerced acceptance rate / rank | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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Property / source code repository: https://github.com/cran/adaptMCMC / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:163a0ac08f16736da871928fa00e23e67361e558 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:163a0ac08f16736da871928fa00e23e67361e558 / qualifier | |||||||||||||||
point in time: 14 February 2024
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links / mardi / name | links / mardi / name | ||||||||||||||
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 |
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English | adaptMCMC |
Implementation of a Generic Adaptive Monte Carlo Markov Chain Sampler |
Statements
29 January 2024
0 references
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
expanded from: GPL (≥ 2) (English)
0 references