adaptMCMC (Q32544)
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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
29 January 2024
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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.
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expanded from: GPL (≥ 2) (English)
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