RZigZag: Zig-Zag Sampler

Implements the Zig-Zag algorithm (Bierkens, Fearnhead, Roberts, 2016) <arXiv:1607.03188> applied and Bouncy Particle Sampler <arXiv:1510.02451> for a Gaussian target and Student distribution.

Getting started

Package details

AuthorJoris Bierkens
MaintainerJoris Bierkens <j.bierkens@vu.nl>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RZigZag documentation built on July 20, 2019, 9:03 a.m.