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Efficient sampling from high-dimensional truncated Gaussian distributions, or multivariate truncated normal (MTN). Techniques include zigzag Hamiltonian Monte Carlo as in Akihiko Nishimura, Zhenyu Zhang and Marc A. Suchard (2021) <arXiv:2104.07694>, and harmonic Monte in Ari Pakman and Liam Paninski (2014) <doi:10.1080/10618600.2013.788448>.
Package details |
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Author | Zhenyu Zhang [aut, cre], Andrew Chin [aut], Akihiko Nishimura [aut], Marc A. Suchard [aut], John W. Ratcliff et al. [cph, ctb] (authors and copyright holders of see2neon.h under an MIT license) |
Maintainer | Zhenyu Zhang <zhangzhenyusa@gmail.com> |
License | MIT + file LICENSE |
Version | 0.2.0 |
Package repository | View on CRAN |
Installation |
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