hnuts

No U-Turn Sampling in Haskell.
git clone git://git.jtobin.io/hnuts.git
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README.md (378B)

      1 hnuts
      2 -----
      3 
      4 [![BSD License](https://img.shields.io/badge/license-BSD-blue.svg)](https://github.com/jtobin/hnuts/blob/master/LICENSE)
      5 
      6 
      7 The No U-Turn Sampler - 'automatic' Hamiltonian Monte Carlo.
      8 
      9 Check out the Numeric.MCMC.NUTS.Examples module for example usage.
     10 
     11 See: Hoffman, Gelman (2011) The No U-Turn Sampler: Adaptively Setting Path
     12 Lengths in Hamiltonian Monte Carlo.
     13