lolmid/unbiased_intractable_targets: Debiased particle MCMC with couplings

This package contains scripts illustrating how the bias of particle MCMC can be removed using couplings

Getting started

Package details

AuthorPierre E. Jacob, Lawrence T. Middleton
MaintainerPierre E. Jacob <[email protected]>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("lolmid/unbiased_intractable_targets")
lolmid/unbiased_intractable_targets documentation built on July 20, 2018, 12:21 a.m.