XDNUTS1.5.4 package

Discontinuous Hamiltonian Monte Carlo with Varying Trajectory Length

Hamiltonian Monte Carlo for both continuous and discontinuous posterior distributions with customisable 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.

  • Maintainer: Paolo Manildo
  • License: MIT + file LICENSE
  • Last published: 2024-12-05