RZigZag: Zig-Zag Sampler
Version 0.1.6

Implements the Zig-Zag algorithm with subsampling and control variates (ZZ-CV) of (Bierkens, Fearnhead, Roberts, 2016) as applied to Bayesian logistic regression, as well as basic Zig-Zag for a Gaussian target distribution, and Bouncy Particle Sampler for a Gaussian target.

Getting started

Package details

AuthorJoris Bierkens
Date of publication2018-04-30 11:05:01 UTC
MaintainerJoris Bierkens <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RZigZag documentation built on April 30, 2018, 5:04 p.m.