| Name : R-sns
| |
| Version : 1.2.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.7
| Date : 2024-06-14 11:01:35
|
| Group : Development/Libraries/Other
| Source RPM : R-sns-1.2.2-lp153.1.7.src.rpm
|
| Size : 0.61 MB
| |
| Packager : (none)
| |
| Summary : Stochastic Newton Sampler (SNS)
|
Description :
Stochastic Newton Sampler (SNS) is a Metropolis-Hastings-based, Markov
Chain Monte Carlo sampler for twice differentiable, log-concave
probability density functions (PDFs) where the proposal density
function is a multivariate Gaussian resulting from a second-order
Taylor-series expansion of log-density around the current point. The
mean of the Gaussian proposal is the full Newton-Raphson step from the
current point. A Boolean flag allows for switching from SNS to
Newton-Raphson optimization (by choosing the mean of proposal function
as next point). This can be used during burn-in to get close to the
mode of the PDF (which is unique due to concavity). For
high-dimensional densities, mixing can be improved via \'state space
partitioning\' strategy, in which SNS is applied to disjoint subsets of
state space, wrapped in a Gibbs cycle. Numerical differentiation is
available when analytical expressions for gradient and Hessian are not
available. Facilities for validation and numerical differentiation of
log-density are provided. Note: Formerly available versions of the
MfUSampler can be obtained from the archive
< https://cran.r-project.org/src/contrib/Archive/MfUSampler/>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
