lrioudurand/malt: Metropolis Adjusted Langevin Trajectories
Implements the sampling algorithm: Metropolis Adjusted Langevin Trajectories (Riou-Durand and Vogrinc 2022). Details available at: <arXiv:2202.13230>. The MALT algorithm is a robust extension of Hamiltonian Monte Carlo, for which robustness of tuning is enabled by a positive choice of damping parameter (a.k.a friction).
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.9 |
| URL | https://github.com/lrioudurand/malt |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
