No U-Turn Sampling in Haskell.
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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.