No U-Turn Sampling in Haskell.
Switch branches/tags
Nothing to show
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
src/Numeric/MCMC
.gitignore
.travis.yml
LICENSE
README.md
Setup.hs
hnuts.cabal
stack.yaml

README.md

hnuts

BSD License

The No U-Turn Sampler - 'automatic' Hamiltonian Monte Carlo.

Check out the Numeric.MCMC.NUTS.Examples module for example usage.

See: Hoffman, Gelman (2011) The No U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo.