XDNUTS

MaRDI QIDQ7383340CRANFDO

Authors Paolo Manildo

Last update 14 September 2025

Copyright license MIT license, File License

Software version identifier PACKAGES.rds, 1.2, 1.5.3, 1.5.4, 1.5.5, 1.5.6, 1.5, 1.6.1, 1.6.3, 1.6.4, 1.6, 1.6.5

Description

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.

Cites work

• Discontinuous Hamiltonian Monte Carlo for discrete parameters and discontinuous likelihoods

This page was built for software: XDNUTS