adaptMCMC

MaRDI QIDQ32544swMATHCRANFDO

Authors Andreas Scheidegger

Last update 29 January 2024

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.4, 1.0.2, 1.0.3, 1.0, 1.1, 1.2, 1.3, 1.5

Official website https://cran.r-project.org/web/packages/adaptMCMC/index.html

Source code repository https://github.com/cran/adaptMCMC

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.

Cites work

• Robust adaptive Metropolis algorithm with coerced acceptance rate

Cited in

(23)

• ConsReg
• Web-HIPRE
• BGX
• Grapham
• HybridMC
• Automatically tuned general-purpose MCMC via new adaptive diagnostics
• BEAGLE
• mcmc
• minimaxdesign
• ramcmc
• GEIGER
• selectiveInference
• mvMORPH
• atmcmc
• R2Cuba
• PCMBase
• Rphylopars
• fmcmc
• SPLITT
• apTreeshape
• EpiILMCT
• Population Quasi-Monte Carlo
• MCMC diagnostics for higher dimensions using Kullback Leibler divergence

This page was built for software: adaptMCMC