README.md

debiasedhmc

This package contains scripts to reproduce the results of the arXiv report "Unbiased Hamiltonian Monte Carlo with couplings", by Jeremy Heng and Pierre E. Jacob.

The truncated multivariate Normal sampler is taken from the package 'tmg' on CRAN, by Ari Pakman https://cran.r-project.org/package=tmg

The folder inst/ contains README.R which explains how to run the scripts in inst/reproduce/. The folder inst/tutorials/ contains tutorials on how to use the package's main functions.



jeremyhengjm/debiasedhmc documentation built on May 29, 2019, 11:39 a.m.