MCMCLib
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Guide

  • Installation
  • Examples and Tests
  • MCMC Settings
  • Automatic Differentiation

Algorithms

  • Adaptive Equi-Energy Sampler
  • Differential Evolution
  • Hamiltonian Monte Carlo
  • Metropolis-adjusted Langevin Algorithm
  • No-U-Turn Sampler
  • Random Walk Metropolis-Hastings
  • Riemannian Manifold HMC

Appendix

  • Box Constraints
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© Copyright 2011-2023 Keith O'Hara. Revision 2abb7d4c.

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