XDNUTS (Q7383340)
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Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | XDNUTS |
Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length |
Statements
Hamiltonian Monte Carlo for both continuous and discontinuous posterior distributions with a customizable trajectory length termination criterion. See Nishimura et al. (2020) <doi:10.1093/biomet/asz083> for the original Discontinuous Hamiltonian Monte Carlo; Hoffman et al. (2014) <doi:10.48550/arXiv.1111.4246> and Betancourt (2016) <doi:10.48550/arXiv.1601.00225> for the definition of possible Hamiltonian Monte Carlo termination criteria.
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14 September 2025
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