swMATH17890CRANramcmcMaRDI QIDQ29741FDOQ29741
Robust Adaptive Metropolis Algorithm
Last update: 6 October 2021
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.1.2
Official website: https://cran.r-project.org/web/packages/ramcmc/index.html
Source code repository: https://github.com/cran/ramcmc
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- atmcmc
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- CircSpaceTime
- Global sensitivity analysis for statistical model parameters
- Predicting observed and hidden extreme events in complex nonlinear dynamical systems with partial observations and short training time series
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- Simultaneous transformation and rounding (STAR) models for integer-valued data
- Ergodicity of combocontinuous adaptive MCMC algorithms
- f-SAEM: a fast stochastic approximation of the EM algorithm for nonlinear mixed effects models
- Geometric adaptive Monte Carlo in random environment
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- A non-stationary model for spatially dependent circular response data based on wrapped Gaussian processes
- SurVAE Flows
- Methods for computing numerical standard errors: review and application to value-at-risk estimation
- Adaptive Component-Wise Multiple-Try Metropolis Sampling
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