RZigZag: Zig-Zag Sampler

Implements the Zig-Zag algorithm with subsampling and control variates (ZZ-CV) of (Bierkens, Fearnhead, Roberts, 2016) <arXiv:1607.03188> 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
MaintainerJoris Bierkens <[email protected]>
LicenseGPL (>= 2)
Version0.1.6
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RZigZag")

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RZigZag documentation built on April 30, 2018, 5:04 p.m.